-83.6%
FIG vs ALK
-23.3%
-60.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.0% |
| 7D | -14.3% | +2.6% | -16.9% | -14.5% |
| 30D | -13.6% | +7.8% | -21.4% | -14.4% |
| 3M | -23.7% | -15.2% | -8.5% | -23.4% |
| 6M | -5.4% | +5.0% | -10.4% | -7.3% |
| YTD | -49.2% | -18.4% | -30.8% | -48.8% |
| 1Y | -57.4% | -2.4% | -54.9% | -59.4% |
| All | -83.6% | -23.3% | -60.2% | -84.5% |
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 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