+104,095.6%
FICO vs ALK
+839.9%
+103,255.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -17.0% |
| 7D | -19.2% | -0.7% | -18.5% | -19.1% |
| 30D | -14.6% | -19.2% | +4.6% | -10.6% |
| 3M | -20.1% | -1.5% | -18.6% | -20.9% |
| 6M | -36.3% | -13.1% | -23.3% | -35.7% |
| YTD | -44.9% | -16.4% | -28.4% | -44.1% |
| 1Y | -38.6% | -33.1% | -5.6% | -34.8% |
| 3Y | +4.0% | +0.6% | +3.4% | -2.9% |
| 5Y | +99.5% | -26.4% | +125.9% | +97.0% |
| 10Y | +604.7% | -34.2% | +638.8% | +559.4% |
| All | +104,095.6% | +839.9% | +103,255.7% | +53,766.7% |
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