+528.8%
ALK vs FDS
+10,727.5%
-10,198.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +7.1% | +6.4% | +0.7% | +4.7% |
| 30D | -3.0% | +25.2% | -28.2% | -10.9% |
| 3M | -25.6% | +22.9% | -48.6% | -31.9% |
| 6M | +0.5% | +56.5% | -56.0% | -18.3% |
| YTD | -23.1% | +19.0% | -42.0% | -31.9% |
| 1Y | -7.5% | +32.7% | -40.3% | -22.0% |
| 3Y | +15.3% | -20.4% | +35.7% | +18.7% |
| 5Y | -34.8% | -19.6% | -15.2% | -33.9% |
| 10Y | -41.2% | +148.5% | -189.7% | -62.5% |
| All | +528.8% | +10,727.5% | -10,198.7% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling