+43.2%
TER vs ALK
-1.1%
+44.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.8% | -15.6% | -11.2% |
| 7D | -19.9% | +12.4% | -32.3% | -25.4% |
| 30D | -43.5% | +2.1% | -45.6% | -44.5% |
| 3M | -37.8% | -23.9% | -13.9% | -27.5% |
| 6M | -25.6% | +8.2% | -33.8% | -31.5% |
| YTD | +29.8% | -20.5% | +50.3% | +40.0% |
| 1Y | +43.2% | -1.0% | +44.2% | +33.5% |
| All | +43.2% | -1.1% | +44.3% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling