+41.1%
TSLA vs ALK
-25.3%
+66.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.5% | -6.6% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | +10.1% | -19.2% | +29.3% | +21.0% |
| 3M | -15.4% | -1.5% | -13.9% | -16.7% |
| 6M | -12.8% | -13.1% | +0.3% | -10.4% |
| YTD | -21.3% | -16.4% | -4.8% | -18.7% |
| 1Y | +4.6% | -33.1% | +37.7% | +20.5% |
| 3Y | +44.5% | +0.6% | +43.9% | +24.7% |
| All | +41.1% | -25.3% | +66.3% | +36.4% |
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