+346.7%
EWZ vs ALK
+549.6%
-202.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.6% |
| 7D | -4.2% | +7.1% | -11.2% | -6.1% |
| 30D | -26.1% | -3.0% | -23.2% | -25.9% |
| 3M | -12.0% | -25.6% | +13.6% | -5.4% |
| 6M | -19.3% | +0.5% | -19.8% | -21.1% |
| YTD | +0.9% | -23.1% | +24.0% | +4.9% |
| 1Y | +3.4% | -7.5% | +10.9% | +1.5% |
| 3Y | +18.6% | +15.3% | +3.3% | +3.2% |
| 5Y | +56.6% | -34.8% | +91.4% | +56.3% |
| 10Y | +50.3% | -41.2% | +91.4% | +41.5% |
| All | +346.7% | +549.6% | -202.8% | +76.2% |
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