-42.4%
TECH vs ALK
-25.3%
-17.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.7% | -19.2% | +19.9% | +7.0% |
| 3M | +36.3% | -1.5% | +37.9% | +36.0% |
| 6M | +25.6% | -13.1% | +38.6% | +28.5% |
| YTD | +23.7% | -16.4% | +40.1% | +27.3% |
| 1Y | +37.6% | -33.1% | +70.7% | +50.8% |
| 3Y | -6.6% | +0.6% | -7.2% | -15.9% |
| All | -42.4% | -25.3% | -17.1% | -46.0% |
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