+61.4%
T vs ALK
-41.4%
+102.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.5% |
| 30D | -1.0% | +7.8% | -8.8% | -2.4% |
| 3M | -8.1% | -15.2% | +7.1% | -6.1% |
| 6M | -8.3% | +5.0% | -13.3% | -10.1% |
| YTD | -6.1% | -18.4% | +12.3% | -5.2% |
| 1Y | -7.4% | -2.4% | -5.0% | -9.7% |
| 3Y | +65.4% | +19.8% | +45.7% | +46.5% |
| 5Y | +57.6% | -27.8% | +85.4% | +52.7% |
| 10Y | +61.4% | -42.0% | +103.3% | +46.2% |
| All | +61.4% | -41.4% | +102.8% | +46.2% |
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 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