+156.3%
FDX vs ALK
-37.5%
+193.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +1.2% |
| 7D | +0.2% | +8.9% | -8.7% | -2.6% |
| 30D | +9.3% | +5.9% | +3.4% | +7.0% |
| 3M | +0.5% | -16.5% | +17.0% | +5.5% |
| 6M | +5.3% | +2.1% | +3.2% | +2.5% |
| YTD | +38.6% | -17.1% | +55.7% | +42.0% |
| 1Y | +53.5% | -2.9% | +56.4% | +48.8% |
| 3Y | +74.2% | +24.5% | +49.7% | +46.8% |
| 5Y | +75.3% | -29.1% | +104.4% | +75.3% |
| 10Y | +156.3% | -39.1% | +195.4% | +149.6% |
| All | +156.3% | -37.5% | +193.7% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling