-39.0%
ALK vs USFR
+28.1%
-67.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -18.5% | +0.3% | -18.8% | -18.4% |
| 3M | -3.6% | +1.0% | -4.5% | -3.5% |
| 6M | -3.7% | +1.9% | -5.6% | -3.7% |
| YTD | -19.0% | +2.7% | -21.7% | -19.1% |
| 1Y | -36.0% | +4.0% | -40.1% | -36.4% |
| 3Y | +2.3% | +14.0% | -11.7% | +0.9% |
| 5Y | -27.8% | +20.4% | -48.2% | -28.7% |
| 10Y | -39.0% | +28.1% | -67.0% | -38.2% |
| All | -39.0% | +28.1% | -67.0% | -38.2% |
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