+225.6%
FANG vs ALK
-27.4%
+253.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | +2.9% | -2.1% | +5.0% | +3.1% |
| 30D | +2.6% | -13.1% | +15.7% | +4.2% |
| 3M | +7.6% | -11.8% | +19.4% | +8.3% |
| 6M | +17.3% | -0.4% | +17.7% | +14.1% |
| YTD | +38.7% | -18.2% | +56.8% | +39.6% |
| 1Y | +51.6% | -35.5% | +87.2% | +61.1% |
| 3Y | +50.0% | +1.8% | +48.2% | +36.7% |
| All | +225.6% | -27.4% | +253.0% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling