+1,299.0%
FANG vs ALK
+133.4%
+1,165.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +4.0% | -1.2% | +5.2% | +4.2% |
| 30D | -5.8% | +7.7% | -13.5% | -8.9% |
| 3M | -6.7% | -19.0% | +12.3% | -1.7% |
| 6M | -6.4% | -0.2% | -6.2% | -11.3% |
| YTD | +25.9% | -23.5% | +49.4% | +26.9% |
| 1Y | +31.1% | -9.1% | +40.2% | +22.7% |
| 3Y | +31.3% | +12.0% | +19.3% | +2.9% |
| 5Y | +108.3% | -30.9% | +139.2% | +91.9% |
| 10Y | +156.4% | -45.6% | +202.0% | +121.3% |
| All | +1,299.0% | +133.4% | +1,165.6% | +629.2% |
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 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