+238.4%
TMUS vs ALK
-41.7%
+280.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +3.6% | +9.0% | -5.5% | +2.4% |
| 30D | -3.4% | -1.6% | -1.7% | -3.3% |
| 3M | -9.5% | -23.2% | +13.7% | -6.6% |
| 6M | -15.2% | -3.9% | -11.3% | -15.6% |
| YTD | -18.9% | -22.6% | +3.7% | -17.7% |
| 1Y | -17.7% | -5.3% | -12.4% | -19.2% |
| 3Y | +15.6% | +18.6% | -2.9% | +4.3% |
| 5Y | +38.9% | -34.4% | +73.3% | +37.3% |
| All | +238.4% | -41.7% | +280.1% | +220.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling