+1,594.6%
T vs ALK
+765.2%
+829.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +4.3% | +7.1% | -2.8% | +3.1% |
| 30D | -9.7% | -3.0% | -6.7% | -9.4% |
| 3M | -4.3% | -25.6% | +21.3% | -0.3% |
| 6M | -13.7% | +0.5% | -14.2% | -14.6% |
| YTD | -8.0% | -23.1% | +15.1% | -6.2% |
| 1Y | -6.9% | -7.5% | +0.6% | -8.1% |
| 3Y | +59.7% | +15.3% | +44.4% | +46.9% |
| 5Y | +53.4% | -34.8% | +88.2% | +52.3% |
| 10Y | +58.2% | -41.2% | +99.4% | +49.8% |
| All | +1,594.6% | +765.2% | +829.4% | +747.2% |
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 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