+47.4%
TER vs ALK
-10.2%
+57.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.6% |
| 7D | +14.4% | -1.2% | +15.5% | +15.2% |
| 30D | -30.6% | +7.7% | -38.3% | -34.0% |
| 3M | -39.2% | -19.0% | -20.2% | -31.7% |
| 6M | -31.3% | -0.2% | -31.1% | -33.3% |
| YTD | +29.1% | -23.5% | +52.6% | +42.6% |
| 1Y | +47.4% | -9.1% | +56.6% | +46.8% |
| All | +47.4% | -10.2% | +57.7% | +46.8% |
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 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