+55.4%
T vs ALK
-27.8%
+83.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.6% | +12.9% | -10.4% | +1.5% |
| 30D | -1.1% | +5.5% | -6.6% | -1.7% |
| 3M | -7.7% | -12.1% | +4.4% | -7.1% |
| 6M | -10.6% | +1.7% | -12.3% | -11.3% |
| YTD | -7.5% | -17.4% | +10.0% | -7.1% |
| 1Y | -7.4% | -1.9% | -5.5% | -8.9% |
| 3Y | +63.1% | +21.2% | +41.8% | +47.3% |
| All | +55.4% | -27.8% | +83.2% | +54.9% |
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