+499.7%
FICO vs ALK
-41.7%
+541.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.9% | +9.0% | -10.0% | -3.5% |
| 30D | +3.3% | -1.6% | +5.0% | +3.2% |
| 3M | -31.7% | -23.2% | -8.5% | -27.4% |
| 6M | -34.0% | -3.9% | -30.1% | -35.0% |
| YTD | -58.3% | -22.6% | -35.7% | -57.0% |
| 1Y | -57.9% | -5.3% | -52.6% | -59.3% |
| 3Y | -24.1% | +18.6% | -42.6% | -35.3% |
| 5Y | +85.3% | -34.4% | +119.7% | +85.5% |
| All | +499.7% | -41.7% | +541.4% | +453.6% |
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