-52.0%
FIS vs ALK
-41.4%
-10.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +7.0% |
| 7D | +1.5% | +2.6% | -1.1% | +0.8% |
| 30D | -11.8% | +7.8% | -19.6% | -14.2% |
| 3M | -28.5% | -15.2% | -13.3% | -26.3% |
| 6M | -27.0% | +5.0% | -32.1% | -29.6% |
| YTD | -53.1% | -18.4% | -34.7% | -52.5% |
| 1Y | -52.8% | -2.4% | -50.3% | -54.6% |
| 3Y | -37.5% | +19.8% | -57.2% | -46.6% |
| 5Y | -71.1% | -27.8% | -43.3% | -71.9% |
| 10Y | -52.0% | -42.0% | -10.1% | -56.4% |
| All | -52.0% | -41.4% | -10.6% | -56.4% |
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