+432.5%
EWZ vs ALK
+605.7%
-173.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.1% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +4.8% | -19.2% | +24.1% | +11.0% |
| 3M | +9.9% | -1.5% | +11.4% | +9.2% |
| 6M | +1.9% | -13.1% | +15.0% | +3.8% |
| YTD | +20.3% | -16.4% | +36.7% | +23.2% |
| 1Y | +35.6% | -33.1% | +68.7% | +46.5% |
| 3Y | +43.4% | +0.6% | +42.8% | +30.8% |
| 5Y | +55.9% | -26.4% | +82.3% | +51.3% |
| 10Y | +84.2% | -34.2% | +118.3% | +69.4% |
| All | +432.5% | +605.7% | -173.1% | +106.8% |
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