+1,001.8%
TER vs ALK
-37.5%
+1,039.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.1% | +5.6% | +10.0% |
| 7D | -5.8% | +8.9% | -14.7% | -8.9% |
| 30D | -38.9% | +5.9% | -44.9% | -40.7% |
| 3M | -35.1% | -16.5% | -18.6% | -31.0% |
| 6M | -31.6% | +2.1% | -33.7% | -33.2% |
| YTD | +27.2% | -17.1% | +44.3% | +34.3% |
| 1Y | +35.2% | -2.9% | +38.1% | +34.4% |
| 3Y | +192.8% | +24.5% | +168.3% | +153.4% |
| 5Y | +72.4% | -29.1% | +101.5% | +79.0% |
| 10Y | +1,001.8% | -39.1% | +1,041.0% | +935.4% |
| All | +1,001.8% | -37.5% | +1,039.3% | +935.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling