+8,486.3%
TPR vs ALK
+578.4%
+7,907.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.2% | +10.3% | +8.5% |
| 7D | +13.9% | +7.1% | +6.8% | +10.3% |
| 30D | +14.9% | -3.0% | +17.9% | +15.8% |
| 3M | -15.4% | -25.6% | +10.3% | -5.1% |
| 6M | -4.5% | +0.5% | -5.0% | -7.2% |
| YTD | +6.0% | -23.1% | +29.1% | +13.5% |
| 1Y | +24.3% | -7.5% | +31.9% | +22.7% |
| 3Y | +412.8% | +15.3% | +397.5% | +332.6% |
| 5Y | +258.4% | -34.8% | +293.2% | +282.5% |
| 10Y | +396.8% | -41.2% | +438.0% | +413.1% |
| All | +8,486.3% | +578.4% | +7,907.9% | +2,109.5% |
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