+1,006.2%
TER vs ALK
-39.7%
+1,045.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -8.9% | +12.9% | -21.8% | -13.1% |
| 30D | -39.1% | +5.5% | -44.6% | -40.8% |
| 3M | -32.8% | -12.1% | -20.7% | -29.9% |
| 6M | -31.7% | +1.7% | -33.5% | -33.2% |
| YTD | +26.9% | -17.4% | +44.3% | +34.1% |
| 1Y | +33.6% | -1.9% | +35.5% | +32.3% |
| 3Y | +181.5% | +21.2% | +160.3% | +145.9% |
| 5Y | +76.1% | -27.8% | +103.9% | +81.8% |
| 10Y | +1,006.2% | -41.0% | +1,047.2% | +939.6% |
| All | +1,006.2% | -39.7% | +1,045.9% | +939.6% |
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