-83.2%
FIG vs ALK
-22.1%
-61.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +2.3% |
| 7D | -12.6% | +8.9% | -21.5% | -13.4% |
| 30D | -13.8% | +5.9% | -19.7% | -14.6% |
| 3M | -16.7% | -16.5% | -0.2% | -16.3% |
| 6M | -6.1% | +2.1% | -8.2% | -7.5% |
| YTD | -48.1% | -17.1% | -31.0% | -47.7% |
| 1Y | -56.2% | -2.9% | -53.3% | -58.2% |
| All | -83.2% | -22.1% | -61.1% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling