+869.8%
EWY vs ALK
+482.2%
+387.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | -10.4% | +9.0% | -19.4% | -12.7% |
| 30D | -25.4% | -1.6% | -23.8% | -25.4% |
| 3M | -16.5% | -23.2% | +6.7% | -10.6% |
| 6M | -24.7% | -3.9% | -20.8% | -24.5% |
| YTD | +40.9% | -22.6% | +63.5% | +49.3% |
| 1Y | +49.8% | -5.3% | +55.1% | +49.6% |
| 3Y | +134.8% | +18.6% | +116.2% | +109.5% |
| 5Y | +91.4% | -34.4% | +125.8% | +96.8% |
| 10Y | +204.3% | -40.8% | +245.1% | +187.3% |
| All | +869.8% | +482.2% | +387.5% | +250.6% |
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 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