+631.8%
TEAM vs ALK
-50.5%
+682.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.6% | -16.8% | -16.3% |
| 7D | -19.8% | +9.0% | -28.9% | -21.6% |
| 30D | -21.5% | -1.6% | -19.9% | -21.5% |
| 3M | +39.5% | -23.2% | +62.7% | +46.9% |
| 6M | +73.1% | -3.9% | +76.9% | +71.0% |
| YTD | -5.2% | -22.6% | +17.4% | -3.1% |
| 1Y | -1.6% | -5.3% | +3.8% | -4.9% |
| 3Y | -11.4% | +18.6% | -30.0% | -21.0% |
| 5Y | -65.1% | -34.4% | -30.7% | -64.8% |
| 10Y | +471.3% | -40.8% | +512.1% | +444.5% |
| All | +631.8% | -50.5% | +682.4% | +723.1% |
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