+33.9%
TER vs ALK
-4.9%
+38.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.1% | +5.6% | +8.9% |
| 7D | -5.8% | +8.9% | -14.7% | -9.9% |
| 30D | -38.9% | +5.9% | -44.9% | -40.9% |
| 3M | -35.1% | -16.5% | -18.6% | -27.9% |
| 6M | -31.6% | +2.1% | -33.7% | -34.0% |
| YTD | +27.2% | -17.1% | +44.3% | +34.8% |
| All | +33.9% | -4.9% | +38.8% | +27.1% |
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