+7,716.4%
TPR vs ALK
+636.9%
+7,079.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -23.0% | -19.2% | -3.7% | -16.0% |
| 3M | -12.5% | -1.5% | -10.9% | -13.2% |
| 6M | -21.4% | -13.1% | -8.4% | -18.9% |
| YTD | -3.5% | -16.4% | +12.9% | +0.5% |
| 1Y | +17.4% | -33.1% | +50.4% | +33.3% |
| 3Y | +291.3% | +0.6% | +290.6% | +252.6% |
| 5Y | +241.9% | -26.4% | +268.3% | +248.1% |
| 10Y | +322.7% | -34.2% | +356.8% | +319.1% |
| All | +7,716.4% | +636.9% | +7,079.5% | +1,855.5% |
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