-40.6%
TECH vs ALK
-29.1%
-11.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.9% |
| 7D | +0.2% | +8.9% | -8.7% | -2.4% |
| 30D | +0.5% | +5.9% | -5.4% | -1.7% |
| 3M | +0.9% | -16.5% | +17.4% | +5.5% |
| 6M | +51.0% | +2.1% | +48.9% | +47.6% |
| YTD | +24.4% | -17.1% | +41.5% | +27.5% |
| 1Y | +27.6% | -2.9% | +30.4% | +23.9% |
| 3Y | +29.9% | +24.5% | +5.5% | +6.5% |
| 5Y | -40.6% | -29.1% | -11.5% | -42.8% |
| All | -40.6% | -29.1% | -11.5% | -42.8% |
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