+151.8%
TER vs ALK
+16.0%
+135.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | -20.5% | +9.0% | -29.5% | -23.9% |
| 30D | -47.0% | -1.6% | -45.4% | -47.0% |
| 3M | -43.3% | -23.2% | -20.1% | -36.8% |
| 6M | -42.9% | -3.9% | -39.0% | -43.0% |
| YTD | +12.9% | -22.6% | +35.5% | +22.5% |
| 1Y | +18.2% | -5.3% | +23.5% | +18.5% |
| 3Y | +151.8% | +18.6% | +133.2% | +125.7% |
| All | +151.8% | +16.0% | +135.8% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling