-47.4%
ALK vs FIVE
+504.2%
-551.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.2% | +2.7% | -3.8% | -2.1% |
| 30D | +7.7% | +12.7% | -5.0% | +3.1% |
| 3M | -19.0% | +2.1% | -21.0% | -19.9% |
| 6M | -0.2% | +17.5% | -17.7% | -7.5% |
| YTD | -23.5% | +31.0% | -54.5% | -32.2% |
| 1Y | -9.1% | +67.7% | -76.9% | -26.7% |
| 3Y | +12.0% | +43.4% | -31.4% | -12.6% |
| 5Y | -30.9% | +18.1% | -48.9% | -44.4% |
| All | -47.4% | +504.2% | -551.5% | -76.3% |
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