+8,410.9%
TER vs ALK
+765.2%
+7,645.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -14.1% |
| 7D | -28.2% | +7.1% | -35.2% | -30.3% |
| 30D | -50.6% | -3.0% | -47.6% | -50.5% |
| 3M | -45.3% | -25.6% | -19.7% | -39.9% |
| 6M | -40.4% | +0.5% | -40.9% | -41.4% |
| YTD | +10.0% | -23.1% | +33.1% | +18.8% |
| 1Y | +13.6% | -7.5% | +21.2% | +14.9% |
| 3Y | +145.2% | +15.3% | +129.9% | +120.4% |
| 5Y | +50.4% | -34.8% | +85.1% | +62.4% |
| 10Y | +882.9% | -41.2% | +924.1% | +868.6% |
| All | +8,410.9% | +765.2% | +7,645.7% | +2,164.1% |
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 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