-15.1%
TSLA vs ALK
-4.9%
-10.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +4.1% |
| 7D | -6.4% | +8.9% | -15.3% | -8.0% |
| 30D | -1.2% | +5.9% | -7.2% | -2.4% |
| 3M | +15.1% | -16.5% | +31.6% | +19.6% |
| 6M | -11.7% | +2.1% | -13.8% | -13.6% |
| YTD | -15.9% | -17.1% | +1.2% | -16.1% |
| All | -15.1% | -4.9% | -10.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling