+81.1%
EWZ vs ALK
-34.2%
+115.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.2% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +4.8% | -19.2% | +24.1% | +11.6% |
| 3M | +9.9% | -1.5% | +11.4% | +9.0% |
| 6M | +1.9% | -13.1% | +15.0% | +3.9% |
| YTD | +20.3% | -16.4% | +36.7% | +23.3% |
| 1Y | +35.6% | -33.1% | +68.7% | +47.8% |
| 3Y | +43.4% | +0.6% | +42.8% | +27.4% |
| 5Y | +55.9% | -26.4% | +82.3% | +49.5% |
| All | +81.1% | -34.2% | +115.3% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling