+14,183.4%
TER vs ALK
+839.9%
+13,343.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +3.9% | +4.9% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -8.3% | -19.2% | +11.0% | -1.2% |
| 3M | -12.2% | -1.5% | -10.7% | -12.1% |
| 6M | +17.1% | -13.1% | +30.1% | +22.4% |
| YTD | +84.7% | -16.4% | +101.1% | +95.4% |
| 1Y | +199.9% | -33.1% | +233.0% | +240.0% |
| 3Y | +232.8% | +0.6% | +232.1% | +216.0% |
| 5Y | +198.6% | -26.4% | +225.0% | +210.6% |
| 10Y | +1,669.7% | -34.2% | +1,703.9% | +1,588.8% |
| All | +14,183.4% | +839.9% | +13,343.5% | +3,624.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling