+143.8%
ALK vs FIVE
+867.4%
-723.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.7% | +2.1% | +6.5% |
| 7D | +12.4% | +7.5% | +4.9% | +9.8% |
| 30D | +2.1% | +16.7% | -14.6% | -3.1% |
| 3M | -23.9% | +13.4% | -37.2% | -27.4% |
| 6M | +8.2% | +9.0% | -0.8% | +3.7% |
| YTD | -20.5% | +33.8% | -54.3% | -28.9% |
| 1Y | -1.0% | +61.2% | -62.2% | -16.8% |
| 3Y | +19.2% | +42.1% | -22.9% | -3.8% |
| 5Y | -28.2% | +21.4% | -49.6% | -41.3% |
| 10Y | -39.2% | +609.1% | -648.3% | -69.7% |
| All | +143.8% | +867.4% | -723.6% | +13.4% |
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 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