-41.2%
ALK vs FIVE
+542.9%
-584.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +12.9% | +7.3% | +5.6% | +10.1% |
| 30D | +5.5% | +18.1% | -12.5% | -0.8% |
| 3M | -12.1% | +7.7% | -19.8% | -14.9% |
| 6M | +1.7% | +13.6% | -11.9% | -4.5% |
| YTD | -17.4% | +34.6% | -52.0% | -27.6% |
| 1Y | -1.9% | +66.2% | -68.2% | -20.7% |
| 3Y | +21.2% | +43.5% | -22.2% | -5.4% |
| 5Y | -27.8% | +20.7% | -48.5% | -42.5% |
| All | -41.2% | +542.9% | -584.2% | -74.1% |
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