+184.5%
FDX vs ALK
-34.2%
+218.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -2.5% | -0.7% | -1.9% | -2.4% |
| 30D | +3.8% | -19.2% | +23.0% | +10.7% |
| 3M | -1.3% | -1.5% | +0.2% | -2.0% |
| 6M | +5.0% | -13.1% | +18.1% | +7.3% |
| YTD | +39.6% | -16.4% | +56.1% | +43.4% |
| 1Y | +81.1% | -33.1% | +114.2% | +98.5% |
| 3Y | +63.0% | +0.6% | +62.4% | +48.5% |
| 5Y | +65.6% | -26.4% | +92.0% | +63.8% |
| All | +184.5% | -34.2% | +218.7% | +165.9% |
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