+230.6%
FIS vs ALK
+554.9%
-324.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | -25.5% | +9.0% | -34.5% | -27.6% |
| 30D | -15.1% | -1.6% | -13.4% | -15.5% |
| 3M | -32.1% | -23.2% | -8.9% | -28.4% |
| 6M | -36.1% | -3.9% | -32.2% | -36.9% |
| YTD | -55.4% | -22.6% | -32.8% | -54.3% |
| 1Y | -53.9% | -5.3% | -48.6% | -55.2% |
| 3Y | -39.8% | +18.6% | -58.3% | -47.2% |
| 5Y | -71.1% | -34.4% | -36.7% | -71.1% |
| 10Y | -53.8% | -40.8% | -13.0% | -56.9% |
| All | +230.6% | +554.9% | -324.3% | +52.6% |
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