+67.7%
T vs ALK
-25.3%
+92.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +11.4% | -19.2% | +30.6% | +13.1% |
| 3M | +14.3% | -1.5% | +15.8% | +14.0% |
| 6M | -9.3% | -13.1% | +3.8% | -8.7% |
| YTD | +7.1% | -16.4% | +23.5% | +7.7% |
| 1Y | -9.1% | -33.1% | +24.0% | -6.6% |
| 3Y | +105.3% | +0.6% | +104.7% | +93.4% |
| All | +67.7% | -25.3% | +92.9% | +64.0% |
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