+52.7%
EWJ vs ALK
-28.9%
+81.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +1.1% | -18.5% | +19.5% | +5.0% |
| 3M | +7.1% | -3.6% | +10.7% | +7.2% |
| 6M | +16.2% | -3.7% | +19.9% | +15.5% |
| YTD | +22.0% | -19.0% | +41.0% | +24.7% |
| 1Y | +26.2% | -36.0% | +62.2% | +34.3% |
| 3Y | +73.5% | +2.3% | +71.1% | +61.5% |
| 5Y | +52.7% | -27.8% | +80.4% | +48.4% |
| All | +52.7% | -28.9% | +81.6% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling