+78,251.7%
FICO vs ALK
+794.3%
+77,457.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.8% | -12.0% | -5.2% |
| 7D | +0.4% | +12.4% | -12.0% | -2.4% |
| 30D | +1.7% | +2.1% | -0.4% | +0.7% |
| 3M | -33.0% | -23.9% | -9.2% | -29.3% |
| 6M | -33.9% | +8.2% | -42.1% | -36.4% |
| YTD | -58.5% | -20.5% | -38.1% | -57.7% |
| 1Y | -56.4% | -1.0% | -55.3% | -57.8% |
| 3Y | -24.7% | +19.2% | -43.8% | -32.6% |
| 5Y | +83.1% | -28.2% | +111.3% | +81.2% |
| 10Y | +517.2% | -39.2% | +556.4% | +485.2% |
| All | +78,251.7% | +794.3% | +77,457.5% | +40,654.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling