+37.7%
TMUS vs ALK
-33.9%
+71.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.1% |
| 7D | +9.0% | +7.1% | +2.0% | +8.5% |
| 30D | -3.2% | -3.0% | -0.2% | -3.1% |
| 3M | -6.9% | -25.6% | +18.8% | -5.2% |
| 6M | -16.4% | +0.5% | -16.9% | -16.9% |
| YTD | -19.6% | -23.1% | +3.4% | -18.8% |
| 1Y | -19.9% | -7.5% | -12.4% | -20.9% |
| 3Y | +14.5% | +15.3% | -0.8% | +3.9% |
| 5Y | +37.7% | -34.8% | +72.5% | +40.8% |
| All | +37.7% | -33.9% | +71.6% | +40.8% |
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