-33.9%
ALK vs FIVE
+14.2%
-48.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +9.0% | -0.3% | +9.3% | +9.2% |
| 30D | -1.6% | +17.7% | -19.3% | -6.7% |
| 3M | -23.2% | +4.0% | -27.2% | -24.5% |
| 6M | -3.9% | +2.6% | -6.5% | -5.9% |
| YTD | -22.6% | +27.6% | -50.2% | -29.6% |
| 1Y | -5.3% | +59.9% | -65.3% | -19.9% |
| 3Y | +18.6% | +35.8% | -17.2% | -2.2% |
| All | -33.9% | +14.2% | -48.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling