+50.3%
FANG vs ALK
+0.5%
+49.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +1.2% | -3.1% | +4.3% | +1.3% |
| 30D | +2.4% | -17.1% | +19.5% | +3.0% |
| 3M | +5.1% | -3.8% | +8.8% | +4.3% |
| 6M | +16.4% | -5.3% | +21.7% | +15.0% |
| YTD | +39.0% | -20.3% | +59.2% | +40.2% |
| 1Y | +50.6% | -36.0% | +86.6% | +58.2% |
| All | +50.3% | +0.5% | +49.8% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling