+4.2%
ALK vs FDS
-27.9%
+32.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.1% | +2.1% |
| 7D | -0.7% | -1.9% | +1.2% | -0.4% |
| 30D | -19.2% | +9.0% | -28.2% | -20.5% |
| 3M | -1.5% | +18.9% | -20.4% | -4.7% |
| 6M | -13.1% | +35.1% | -48.2% | -19.3% |
| YTD | -16.4% | +5.5% | -21.9% | -14.6% |
| 1Y | -33.1% | -16.8% | -16.3% | -21.9% |
| All | +4.2% | -27.9% | +32.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling