-79.1%
FIG vs ALK
-21.4%
-57.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.4% |
| 7D | -16.3% | -0.7% | -15.6% | -16.3% |
| 30D | -14.3% | -19.2% | +4.9% | -13.1% |
| 3M | +7.2% | -1.5% | +8.7% | +6.5% |
| 6M | -18.6% | -13.1% | -5.6% | -17.2% |
| YTD | -35.5% | -16.4% | -19.0% | -34.6% |
| 1Y | -55.8% | -33.1% | -22.7% | -55.6% |
| All | -79.1% | -21.4% | -57.7% | -80.2% |
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 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