+72.4%
TER vs ALK
-29.1%
+101.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.1% | +5.6% | +9.4% |
| 7D | -5.8% | +8.9% | -14.7% | -9.6% |
| 30D | -38.9% | +5.9% | -44.9% | -41.0% |
| 3M | -35.1% | -16.5% | -18.6% | -29.9% |
| 6M | -31.6% | +2.1% | -33.7% | -33.6% |
| YTD | +27.2% | -17.1% | +44.3% | +35.1% |
| 1Y | +35.2% | -2.9% | +38.1% | +33.4% |
| 3Y | +192.8% | +24.5% | +168.3% | +131.4% |
| 5Y | +72.4% | -29.1% | +101.5% | +73.0% |
| All | +72.4% | -29.1% | +101.5% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling