+57.8%
EWZ vs ALK
-34.8%
+92.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.5% | +9.0% | -10.5% | -3.2% |
| 30D | -24.5% | -1.6% | -22.9% | -24.5% |
| 3M | -10.7% | -23.2% | +12.5% | -6.4% |
| 6M | -19.1% | -3.9% | -15.2% | -19.6% |
| YTD | +1.6% | -22.6% | +24.2% | +4.4% |
| 1Y | +4.3% | -5.3% | +9.6% | +2.4% |
| 3Y | +19.0% | +18.6% | +0.4% | +4.1% |
| All | +57.8% | -34.8% | +92.6% | +61.7% |
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