-39.1%
ALK vs FDS
+135.1%
-174.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.2% |
| 7D | +8.9% | -5.0% | +13.9% | +10.9% |
| 30D | +5.9% | +13.8% | -7.8% | +1.2% |
| 3M | -16.5% | +14.8% | -31.4% | -21.2% |
| 6M | +2.1% | +47.4% | -45.3% | -14.7% |
| YTD | -17.1% | +14.2% | -31.2% | -24.1% |
| 1Y | -2.9% | +26.6% | -29.5% | -16.0% |
| 3Y | +24.5% | -24.4% | +48.9% | +38.3% |
| 5Y | -29.1% | -22.6% | -6.5% | -23.6% |
| 10Y | -39.1% | +130.0% | -169.1% | -59.6% |
| All | -39.1% | +135.1% | -174.2% | -59.6% |
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