+55.5%
T vs ALK
-41.7%
+97.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.0% | +9.0% | -8.0% | -0.4% |
| 30D | -10.6% | -1.6% | -9.0% | -10.5% |
| 3M | -7.7% | -23.2% | +15.4% | -4.2% |
| 6M | -13.3% | -3.9% | -9.4% | -13.8% |
| YTD | -8.8% | -22.6% | +13.8% | -7.1% |
| 1Y | -8.4% | -5.3% | -3.1% | -10.3% |
| 3Y | +59.6% | +18.6% | +41.1% | +41.2% |
| 5Y | +52.1% | -34.4% | +86.5% | +50.1% |
| All | +55.5% | -41.7% | +97.3% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling