+92.9%
FICO vs ALK
-28.7%
+121.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +4.0% | +2.6% | +1.4% | +3.3% |
| 30D | -1.5% | +7.8% | -9.3% | -3.6% |
| 3M | -29.8% | -15.2% | -14.6% | -27.4% |
| 6M | -33.3% | +5.0% | -38.3% | -35.8% |
| YTD | -56.9% | -18.4% | -38.5% | -56.1% |
| 1Y | -59.5% | -2.4% | -57.1% | -61.0% |
| 3Y | -26.9% | +19.8% | -46.6% | -39.1% |
| 5Y | +92.9% | -27.8% | +120.7% | +91.0% |
| All | +92.9% | -28.7% | +121.6% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling