+34.3%
FANG vs ALK
-1.1%
+35.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.8% | -13.7% | -2.5% |
| 7D | -11.3% | +12.4% | -23.7% | -8.1% |
| 30D | -0.7% | +2.1% | -2.7% | +0.7% |
| 3M | -4.2% | -23.9% | +19.7% | -9.5% |
| 6M | -13.5% | +8.2% | -21.7% | -11.3% |
| YTD | +23.7% | -20.5% | +44.2% | +25.0% |
| 1Y | +34.3% | -1.0% | +35.4% | +33.9% |
| All | +34.3% | -1.1% | +35.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling