-52.4%
FIS vs ALK
-45.9%
-6.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.5% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -16.7% | +7.7% | -24.4% | -19.0% |
| 3M | -32.3% | -19.0% | -13.3% | -29.5% |
| 6M | -29.1% | -0.2% | -28.8% | -30.7% |
| YTD | -54.1% | -23.5% | -30.6% | -52.8% |
| 1Y | -53.7% | -9.1% | -44.6% | -54.7% |
| 3Y | -38.8% | +12.0% | -50.9% | -46.9% |
| 5Y | -71.1% | -30.9% | -40.2% | -71.7% |
| All | -52.4% | -45.9% | -6.5% | -56.5% |
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