-47.4%
ALK vs USFR
+28.6%
-75.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +7.7% | +0.4% | +7.3% | +7.7% |
| 3M | -19.0% | +1.1% | -20.0% | -18.9% |
| 6M | -0.2% | +2.0% | -2.2% | -0.2% |
| YTD | -23.5% | +3.5% | -27.0% | -23.7% |
| 1Y | -9.1% | +4.1% | -13.2% | -9.6% |
| 3Y | +12.0% | +14.4% | -2.3% | +9.5% |
| 5Y | -30.9% | +21.4% | -52.3% | -32.6% |
| All | -47.4% | +28.6% | -75.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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