-46.6%
ALK vs USFR
+28.5%
-75.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +3.3% | +0.4% | +2.9% | +3.3% |
| 3M | -17.6% | +1.0% | -18.6% | -17.5% |
| 6M | +0.8% | +2.0% | -1.2% | +0.9% |
| YTD | -22.4% | +3.4% | -25.8% | -22.6% |
| 1Y | -10.1% | +4.1% | -14.2% | -10.5% |
| 3Y | +14.0% | +14.4% | -0.4% | +11.4% |
| 5Y | -29.8% | +21.4% | -51.2% | -31.6% |
| All | -46.6% | +28.5% | -75.1% | -47.4% |
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