-65.3%
TEAM vs ALK
-34.8%
-30.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.6% | -16.8% | -16.4% |
| 7D | -19.8% | +9.0% | -28.9% | -22.5% |
| 30D | -21.5% | -1.6% | -19.9% | -21.6% |
| 3M | +39.5% | -23.2% | +62.7% | +51.2% |
| 6M | +73.1% | -3.9% | +76.9% | +68.9% |
| YTD | -5.2% | -22.6% | +17.4% | -2.2% |
| 1Y | -1.6% | -5.3% | +3.8% | -8.7% |
| 3Y | -11.4% | +18.6% | -30.0% | -37.9% |
| All | -65.3% | -34.8% | -30.5% | -65.8% |
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 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