-47.4%
ALK vs FDS
+127.7%
-175.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.2% | +1.5% | -2.6% | -1.7% |
| 30D | +7.7% | +14.8% | -7.1% | +2.5% |
| 3M | -19.0% | +16.3% | -35.3% | -23.9% |
| 6M | -0.2% | +66.2% | -66.4% | -20.6% |
| YTD | -23.5% | +16.2% | -39.7% | -30.4% |
| 1Y | -9.1% | +21.8% | -31.0% | -19.6% |
| 3Y | +12.0% | -23.9% | +35.9% | +24.3% |
| 5Y | -30.9% | -23.1% | -7.7% | -25.0% |
| All | -47.4% | +127.7% | -175.0% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling