+10,667.1%
EAT vs ALK
+765.2%
+9,901.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.4% |
| 7D | -3.3% | +7.1% | -10.3% | -5.7% |
| 30D | +11.7% | -3.0% | +14.7% | +12.5% |
| 3M | -5.9% | -25.6% | +19.8% | +3.5% |
| 6M | +46.7% | +0.5% | +46.2% | +43.4% |
| YTD | +48.2% | -23.1% | +71.2% | +57.1% |
| 1Y | +105.4% | -7.5% | +113.0% | +102.9% |
| 3Y | +502.8% | +15.3% | +487.5% | +428.8% |
| 5Y | +376.3% | -34.8% | +411.1% | +412.2% |
| 10Y | +400.0% | -41.2% | +441.1% | +445.4% |
| All | +10,667.1% | +765.2% | +9,901.9% | +4,369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling