-41.0%
ALK vs FDS
+127.5%
-168.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +12.9% | -2.0% | +14.9% | +13.8% |
| 30D | +5.5% | +13.5% | -8.0% | +0.9% |
| 3M | -12.1% | +15.2% | -27.3% | -17.1% |
| 6M | +1.7% | +47.0% | -45.3% | -14.9% |
| YTD | -17.4% | +13.9% | -31.3% | -24.3% |
| 1Y | -1.9% | +25.2% | -27.1% | -14.7% |
| 3Y | +21.2% | -25.3% | +46.6% | +35.5% |
| 5Y | -27.8% | -23.3% | -4.5% | -21.9% |
| 10Y | -41.0% | +126.0% | -167.0% | -60.3% |
| All | -41.0% | +127.5% | -168.5% | -60.3% |
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