-34.9%
ALK vs FIVE
+478.4%
-513.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | -0.4% |
| 7D | -0.7% | +4.3% | -4.9% | -2.3% |
| 30D | -19.2% | +12.5% | -31.7% | -23.1% |
| 3M | -1.5% | +31.2% | -32.8% | -11.8% |
| 6M | -13.1% | +14.4% | -27.4% | -18.6% |
| YTD | -16.4% | +33.9% | -50.3% | -26.4% |
| 1Y | -33.1% | +65.1% | -98.1% | -46.0% |
| 3Y | +0.6% | +49.0% | -48.3% | -22.7% |
| 5Y | -26.4% | +30.3% | -56.7% | -43.4% |
| All | -34.9% | +478.4% | -513.3% | -71.4% |
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