+129.5%
EWJ vs ALK
+586.0%
-456.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -5.0% | +9.0% | -14.0% | -6.5% |
| 30D | -10.2% | -1.6% | -8.6% | -10.2% |
| 3M | -7.2% | -23.2% | +15.9% | -3.2% |
| 6M | -3.2% | -3.9% | +0.7% | -3.5% |
| YTD | +9.9% | -22.6% | +32.5% | +13.0% |
| 1Y | +11.0% | -5.3% | +16.3% | +9.9% |
| 3Y | +57.3% | +18.6% | +38.8% | +45.3% |
| 5Y | +41.3% | -34.4% | +75.7% | +42.3% |
| 10Y | +117.5% | -40.8% | +158.3% | +107.3% |
| All | +129.5% | +586.0% | -456.5% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling