+1,397.3%
FANG vs ALK
+155.0%
+1,242.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.3% |
| 7D | +0.8% | -0.7% | +1.4% | +0.9% |
| 30D | +7.6% | -19.2% | +26.8% | +14.8% |
| 3M | -1.3% | -1.5% | +0.2% | -3.6% |
| 6M | +14.7% | -13.1% | +27.7% | +13.5% |
| YTD | +34.8% | -16.4% | +51.2% | +33.8% |
| 1Y | +42.9% | -33.1% | +76.0% | +53.0% |
| 3Y | +43.8% | +0.6% | +43.2% | +20.2% |
| 5Y | +225.8% | -26.4% | +252.2% | +198.4% |
| 10Y | +171.9% | -34.2% | +206.0% | +126.1% |
| All | +1,397.3% | +155.0% | +1,242.3% | +668.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling