+376.5%
FIS vs ALK
+607.0%
-230.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.3% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | -2.2% | -19.2% | +17.0% | +2.8% |
| 3M | +2.1% | -1.5% | +3.7% | +1.7% |
| 6M | -14.7% | -13.1% | -1.6% | -13.7% |
| YTD | -35.7% | -16.4% | -19.3% | -34.7% |
| 1Y | -37.1% | -33.1% | -4.0% | -32.9% |
| 3Y | -20.0% | +0.6% | -20.6% | -26.2% |
| 5Y | -62.1% | -26.4% | -35.7% | -62.8% |
| 10Y | -37.4% | -34.2% | -3.2% | -42.5% |
| All | +376.5% | +607.0% | -230.5% | +118.0% |
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