+149.2%
FDX vs ALK
-41.7%
+191.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -2.9% |
| 7D | -1.6% | +9.0% | -10.7% | -4.4% |
| 30D | +6.6% | -1.6% | +8.2% | +6.8% |
| 3M | -2.1% | -23.2% | +21.1% | +5.6% |
| 6M | +2.2% | -3.9% | +6.0% | +1.3% |
| YTD | +33.9% | -22.6% | +56.5% | +40.3% |
| 1Y | +50.2% | -5.3% | +55.6% | +46.7% |
| 3Y | +65.5% | +18.6% | +47.0% | +41.6% |
| 5Y | +74.1% | -34.4% | +108.5% | +78.4% |
| All | +149.2% | -41.7% | +191.0% | +150.2% |
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 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