+131.1%
EQX vs ALK
+13.2%
+117.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -10.5% | -1.2% | -9.3% | -10.2% |
| 30D | +0.2% | +7.7% | -7.5% | -1.4% |
| 3M | -7.9% | -19.0% | +11.1% | -3.8% |
| 6M | -28.6% | -0.2% | -28.4% | -28.8% |
| YTD | -26.3% | -23.5% | -2.8% | -23.9% |
| 1Y | -20.2% | -9.1% | -11.1% | -19.9% |
| 3Y | +131.1% | +12.0% | +119.1% | +111.5% |
| All | +131.1% | +13.2% | +117.9% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling