-39.1%
ALK vs USFR
+28.5%
-67.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +5.9% | +0.4% | +5.6% | +6.0% |
| 3M | -16.5% | +1.1% | -17.6% | -16.5% |
| 6M | +2.1% | +2.0% | +0.1% | +2.2% |
| YTD | -17.1% | +3.4% | -20.5% | -17.3% |
| 1Y | -2.9% | +4.1% | -7.0% | -3.3% |
| 3Y | +24.5% | +14.3% | +10.1% | +21.8% |
| 5Y | -29.1% | +21.3% | -50.4% | -30.8% |
| 10Y | -39.1% | +28.5% | -67.6% | -39.7% |
| All | -39.1% | +28.5% | -67.6% | -39.7% |
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