-4.8%
TECH vs ALK
+2.1%
-6.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.7% | -19.2% | +19.9% | +6.3% |
| 3M | +36.3% | -1.5% | +37.9% | +36.1% |
| 6M | +25.6% | -13.1% | +38.6% | +28.4% |
| YTD | +23.7% | -16.4% | +40.1% | +27.2% |
| 1Y | +37.6% | -33.1% | +70.7% | +49.9% |
| All | -4.8% | +2.1% | -6.9% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling