+137.9%
EWJ vs ALK
+634.6%
-496.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.4% | +2.4% |
| 7D | -1.5% | +8.9% | -10.4% | -3.0% |
| 30D | -6.5% | +5.9% | -12.5% | -7.7% |
| 3M | -5.6% | -16.5% | +10.9% | -2.9% |
| 6M | -0.3% | +2.1% | -2.4% | -1.6% |
| YTD | +13.9% | -17.1% | +31.0% | +15.7% |
| 1Y | +14.6% | -2.9% | +17.4% | +13.0% |
| 3Y | +66.6% | +24.5% | +42.2% | +52.6% |
| 5Y | +47.7% | -29.1% | +76.8% | +46.7% |
| 10Y | +126.0% | -39.1% | +165.1% | +114.3% |
| All | +137.9% | +634.6% | -496.7% | +21.0% |
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