-58.8%
FICO vs ALK
-4.9%
-53.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.3% |
| 7D | -0.1% | +8.9% | -9.0% | -0.6% |
| 30D | +8.4% | +5.9% | +2.5% | +7.9% |
| 3M | -30.5% | -16.5% | -14.0% | -29.5% |
| 6M | -35.7% | +2.1% | -37.8% | -36.9% |
| YTD | -57.2% | -17.1% | -40.1% | -56.9% |
| All | -58.8% | -4.9% | -53.9% | -59.5% |
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