+18.2%
EWJ vs ALK
-1.1%
+19.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.8% | -7.4% | -0.3% |
| 7D | -1.2% | +12.4% | -13.6% | -3.5% |
| 30D | -5.5% | +2.1% | -7.5% | -6.0% |
| 3M | -0.8% | -23.9% | +23.1% | +4.5% |
| 6M | +7.1% | +8.2% | -1.1% | +3.7% |
| YTD | +16.9% | -20.5% | +37.4% | +18.3% |
| 1Y | +18.2% | -1.0% | +19.2% | +13.6% |
| All | +18.2% | -1.1% | +19.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling