-54.3%
FIS vs ALK
-45.1%
-9.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.8% | -1.3% | -5.0% |
| 7D | -3.5% | +0.9% | -4.4% | -3.8% |
| 30D | -19.4% | +3.3% | -22.7% | -20.8% |
| 3M | -31.6% | -17.6% | -14.0% | -29.0% |
| 6M | -32.5% | +0.8% | -33.4% | -34.2% |
| YTD | -56.0% | -22.4% | -33.6% | -54.8% |
| 1Y | -55.5% | -10.1% | -45.5% | -56.3% |
| 3Y | -41.3% | +14.0% | -55.3% | -49.2% |
| 5Y | -72.3% | -29.8% | -42.4% | -72.9% |
| All | -54.3% | -45.1% | -9.2% | -58.4% |
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