+5.0%
ALK vs USFR
+14.0%
-9.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.6% |
| 30D | -19.2% | +0.3% | -19.5% | -19.0% |
| 3M | -1.5% | +1.0% | -2.5% | -1.2% |
| 6M | -13.1% | +1.9% | -15.0% | -14.5% |
| YTD | -16.4% | +2.6% | -19.0% | -19.9% |
| 1Y | -33.1% | +4.0% | -37.1% | -39.6% |
| All | +5.0% | +14.0% | -9.0% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling