-1.0%
ALK vs FDS
+31.1%
-32.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +8.9% |
| 7D | +12.4% | +9.4% | +3.0% | +13.1% |
| 30D | +2.1% | +23.8% | -21.7% | +3.9% |
| 3M | -23.9% | +25.1% | -49.0% | -22.3% |
| 6M | +8.2% | +53.8% | -45.6% | +13.1% |
| YTD | -20.5% | +19.6% | -40.0% | -17.7% |
| 1Y | -1.0% | +31.6% | -32.7% | -0.9% |
| All | -1.0% | +31.1% | -32.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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