+155.7%
FDX vs ALK
-41.4%
+197.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -2.1% | +2.6% | -4.6% | -2.9% |
| 30D | +10.4% | +7.8% | +2.6% | +7.5% |
| 3M | +0.5% | -15.2% | +15.7% | +5.1% |
| 6M | +6.5% | +5.0% | +1.4% | +2.7% |
| YTD | +40.2% | -18.4% | +58.7% | +44.4% |
| 1Y | +52.1% | -2.4% | +54.5% | +47.1% |
| 3Y | +72.8% | +19.8% | +53.1% | +47.5% |
| 5Y | +76.3% | -27.8% | +104.1% | +75.3% |
| 10Y | +155.7% | -42.0% | +197.7% | +155.1% |
| All | +155.7% | -41.4% | +197.1% | +155.1% |
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