+49.5%
EQT vs ALK
-37.3%
+86.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.2% | -3.1% | +1.9% | -0.5% |
| 30D | +1.1% | -17.1% | +18.2% | +5.0% |
| 3M | +4.8% | -3.8% | +8.6% | +4.4% |
| 6M | -10.6% | -5.3% | -5.3% | -11.9% |
| YTD | +3.4% | -20.3% | +23.7% | +5.2% |
| 1Y | +8.7% | -36.0% | +44.7% | +16.0% |
| 3Y | +35.0% | +0.8% | +34.2% | +21.8% |
| 5Y | +204.2% | -28.5% | +232.7% | +194.6% |
| All | +49.5% | -37.3% | +86.9% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling