+56.6%
EWZ vs ALK
-33.9%
+90.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -4.2% | +7.1% | -11.2% | -5.5% |
| 30D | -26.1% | -3.0% | -23.2% | -25.9% |
| 3M | -12.0% | -25.6% | +13.6% | -7.2% |
| 6M | -19.3% | +0.5% | -19.8% | -20.6% |
| YTD | +0.9% | -23.1% | +24.0% | +3.8% |
| 1Y | +3.4% | -7.5% | +10.9% | +2.0% |
| 3Y | +18.6% | +15.3% | +3.3% | +4.5% |
| 5Y | +56.6% | -34.8% | +91.4% | +61.1% |
| All | +56.6% | -33.9% | +90.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling