+135.9%
ALK vs FIVE
+826.1%
-690.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.0% | -1.8% |
| 7D | +7.1% | -1.7% | +8.8% | +7.8% |
| 30D | -3.0% | +14.9% | -17.9% | -7.4% |
| 3M | -25.6% | +7.6% | -33.3% | -27.8% |
| 6M | +0.5% | +6.4% | -5.9% | -2.9% |
| YTD | -23.1% | +28.1% | -51.1% | -30.2% |
| 1Y | -7.5% | +54.7% | -62.3% | -21.2% |
| 3Y | +15.3% | +36.1% | -20.7% | -5.6% |
| 5Y | -34.8% | +14.9% | -49.7% | -45.7% |
| 10Y | -41.2% | +578.8% | -620.0% | -70.2% |
| All | +135.9% | +826.1% | -690.3% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling