-46.6%
ALK vs FIVE
+505.3%
-551.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.3% |
| 7D | +0.9% | +2.4% | -1.5% | +0.1% |
| 30D | +3.3% | +15.8% | -12.6% | -2.2% |
| 3M | -17.6% | +3.8% | -21.3% | -19.0% |
| 6M | +0.8% | +18.5% | -17.7% | -6.9% |
| YTD | -22.4% | +31.2% | -53.6% | -31.3% |
| 1Y | -10.1% | +61.8% | -71.9% | -26.5% |
| 3Y | +14.0% | +39.9% | -25.9% | -10.2% |
| 5Y | -29.8% | +18.3% | -48.1% | -43.6% |
| All | -46.6% | +505.3% | -551.9% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling