-83.7%
FIG vs ALK
-27.2%
-56.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -13.1% | +9.0% | -22.2% | -13.6% |
| 30D | -13.0% | -1.6% | -11.4% | -13.1% |
| 3M | -21.5% | -23.2% | +1.7% | -20.5% |
| 6M | -2.5% | -3.9% | +1.4% | -3.3% |
| YTD | -49.7% | -22.6% | -27.1% | -48.9% |
| 1Y | -59.1% | -5.3% | -53.8% | -61.0% |
| All | -83.7% | -27.2% | -56.5% | -84.6% |
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