-56.6%
FICO vs ALK
-4.4%
-52.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.1% |
| 7D | -0.3% | +7.1% | -7.3% | -0.8% |
| 30D | +1.7% | -3.0% | +4.7% | +1.8% |
| 3M | -35.2% | -25.6% | -9.5% | -33.6% |
| 6M | -33.7% | +0.5% | -34.1% | -35.1% |
| YTD | -58.2% | -23.1% | -35.1% | -57.6% |
| 1Y | -56.6% | -7.5% | -49.0% | -56.9% |
| All | -56.6% | -4.4% | -52.2% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling