+63.4%
TSLA vs ALK
+16.0%
+47.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | -10.4% | +9.0% | -19.4% | -13.4% |
| 30D | -5.2% | -1.6% | -3.5% | -5.0% |
| 3M | +12.1% | -23.2% | +35.3% | +22.7% |
| 6M | -10.2% | -3.9% | -6.3% | -11.6% |
| YTD | -20.3% | -22.6% | +2.2% | -16.2% |
| 1Y | -19.7% | -5.3% | -14.3% | -23.6% |
| 3Y | +63.4% | +18.6% | +44.8% | +49.2% |
| All | +63.4% | +16.0% | +47.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling