+83.9%
TER vs ALK
-31.3%
+115.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | +1.5% |
| 7D | +24.0% | +0.9% | +23.1% | +23.6% |
| 30D | -30.6% | +3.3% | -33.9% | -32.4% |
| 3M | -34.5% | -17.6% | -16.9% | -28.9% |
| 6M | -26.4% | +0.8% | -27.2% | -28.2% |
| YTD | +36.4% | -22.4% | +58.8% | +49.3% |
| 1Y | +47.4% | -10.1% | +57.5% | +50.7% |
| 3Y | +202.6% | +14.0% | +188.6% | +149.1% |
| 5Y | +83.9% | -29.8% | +113.7% | +89.1% |
| All | +83.9% | -31.3% | +115.2% | +89.1% |
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 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