-33.9%
ALK vs FDS
-22.8%
-11.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.5% |
| 7D | +9.0% | -0.5% | +9.6% | +9.3% |
| 30D | -1.6% | +20.2% | -21.8% | -5.8% |
| 3M | -23.2% | +19.9% | -43.0% | -26.8% |
| 6M | -3.9% | +56.2% | -60.0% | -16.9% |
| YTD | -22.6% | +14.6% | -37.1% | -25.2% |
| 1Y | -5.3% | +31.6% | -36.9% | -15.3% |
| 3Y | +18.6% | -23.8% | +42.4% | +39.7% |
| All | -33.9% | -22.8% | -11.1% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling