+233.4%
EQX vs ALK
-31.2%
+264.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -5.0% |
| 7D | -7.0% | -3.1% | -3.9% | -6.6% |
| 30D | +4.8% | -17.1% | +22.0% | +7.7% |
| 3M | +25.6% | -3.8% | +29.4% | +26.0% |
| 6M | -25.8% | -5.3% | -20.6% | -25.7% |
| YTD | -12.7% | -20.3% | +7.5% | -10.9% |
| 1Y | +14.1% | -36.0% | +50.0% | +19.3% |
| 3Y | +165.7% | +0.8% | +165.0% | +156.9% |
| 5Y | +81.2% | -28.5% | +109.7% | +78.6% |
| All | +233.4% | -31.2% | +264.6% | +204.4% |
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