+106.0%
FANG vs ALK
-31.3%
+137.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +4.0% | -1.2% | +5.2% | +4.1% |
| 30D | -5.8% | +7.7% | -13.5% | -6.7% |
| 3M | -6.7% | -19.0% | +12.3% | -4.9% |
| 6M | -6.4% | -0.2% | -6.2% | -8.7% |
| YTD | +25.9% | -23.5% | +49.4% | +27.3% |
| 1Y | +31.1% | -9.1% | +40.2% | +26.8% |
| 3Y | +31.3% | +12.0% | +19.3% | +15.3% |
| All | +106.0% | -31.3% | +137.4% | +100.2% |
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