+155.6%
EWJ vs ALK
+640.6%
-485.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +3.3% | -19.2% | +22.5% | +7.1% |
| 3M | +5.0% | -1.5% | +6.5% | +4.7% |
| 6M | +11.5% | -13.1% | +24.6% | +13.0% |
| YTD | +22.4% | -16.4% | +38.8% | +24.5% |
| 1Y | +30.2% | -33.1% | +63.3% | +37.1% |
| 3Y | +72.8% | +0.6% | +72.2% | +64.5% |
| 5Y | +54.1% | -26.4% | +80.5% | +52.3% |
| 10Y | +140.6% | -34.2% | +174.8% | +125.5% |
| All | +155.6% | +640.6% | -485.0% | +30.2% |
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