+583.1%
ALK vs FDS
+9,502.8%
-8,919.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.1% | +2.9% |
| 7D | -0.7% | -1.9% | +1.2% | 0.0% |
| 30D | -19.2% | +9.0% | -28.2% | -22.1% |
| 3M | -1.5% | +18.9% | -20.4% | -9.6% |
| 6M | -13.1% | +35.1% | -48.2% | -25.4% |
| YTD | -16.4% | +5.5% | -21.9% | -22.2% |
| 1Y | -33.1% | -16.8% | -16.3% | -31.9% |
| 3Y | +0.6% | -28.1% | +28.7% | +8.2% |
| 5Y | -26.4% | -17.4% | -9.0% | -26.0% |
| 10Y | -34.2% | +85.4% | -119.6% | -53.0% |
| All | +583.1% | +9,502.8% | -8,919.7% | +55.9% |
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 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