+905.8%
EWY vs ALK
+523.5%
+382.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +1.7% |
| 7D | -6.3% | +8.9% | -15.2% | -8.6% |
| 30D | -19.8% | +5.9% | -25.8% | -21.5% |
| 3M | -14.4% | -16.5% | +2.1% | -10.5% |
| 6M | -25.3% | +2.1% | -27.4% | -26.3% |
| YTD | +46.2% | -17.1% | +63.3% | +51.8% |
| 1Y | +58.3% | -2.9% | +61.1% | +56.9% |
| 3Y | +155.0% | +24.5% | +130.5% | +124.4% |
| 5Y | +99.5% | -29.1% | +128.6% | +100.7% |
| 10Y | +219.4% | -39.1% | +258.5% | +199.2% |
| All | +905.8% | +523.5% | +382.3% | +256.6% |
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