-55.3%
FIS vs ALK
-37.5%
-17.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.4% | -3.0% |
| 7D | -29.4% | +8.9% | -38.3% | -31.4% |
| 30D | -16.7% | +5.9% | -22.7% | -18.7% |
| 3M | -33.0% | -16.5% | -16.4% | -30.7% |
| 6M | -33.3% | +2.1% | -35.4% | -35.1% |
| YTD | -56.0% | -17.1% | -38.9% | -55.6% |
| 1Y | -54.6% | -2.9% | -51.7% | -56.2% |
| 3Y | -40.6% | +24.5% | -65.1% | -49.8% |
| 5Y | -71.9% | -29.1% | -42.8% | -72.6% |
| 10Y | -55.3% | -39.1% | -16.2% | -59.9% |
| All | -55.3% | -37.5% | -17.9% | -59.9% |
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