+24.5%
ALK vs FDS
-24.3%
+48.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.1% |
| 7D | +8.9% | -5.0% | +13.9% | +9.8% |
| 30D | +5.9% | +13.8% | -7.8% | +4.1% |
| 3M | -16.5% | +14.8% | -31.4% | -18.3% |
| 6M | +2.1% | +47.4% | -45.3% | -5.7% |
| YTD | -17.1% | +14.2% | -31.2% | -16.0% |
| 1Y | -2.9% | +26.6% | -29.5% | -7.7% |
| 3Y | +24.5% | -24.4% | +48.9% | +58.2% |
| All | +24.5% | -24.3% | +48.8% | +58.2% |
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