+18.1%
EWZ vs ALK
+15.2%
+2.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | -4.2% | +7.1% | -11.2% | -5.3% |
| 30D | -26.1% | -3.0% | -23.2% | -25.9% |
| 3M | -12.0% | -25.6% | +13.6% | -7.9% |
| 6M | -19.3% | +0.5% | -19.8% | -20.3% |
| YTD | +0.9% | -23.1% | +24.0% | +3.1% |
| 1Y | +3.4% | -7.5% | +10.9% | +2.2% |
| All | +18.1% | +15.2% | +2.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling