+238.2%
FIS vs ALK
+550.8%
-312.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | -21.2% | +7.1% | -28.2% | -23.0% |
| 30D | -12.1% | -3.0% | -9.1% | -12.2% |
| 3M | -30.6% | -25.6% | -5.0% | -26.3% |
| 6M | -35.5% | +0.5% | -36.0% | -37.0% |
| YTD | -54.4% | -23.1% | -31.3% | -53.2% |
| 1Y | -52.9% | -7.5% | -45.3% | -54.0% |
| 3Y | -38.7% | +15.3% | -54.0% | -45.9% |
| 5Y | -70.4% | -34.8% | -35.6% | -70.3% |
| 10Y | -52.8% | -41.2% | -11.6% | -55.8% |
| All | +238.2% | +550.8% | -312.6% | +56.3% |
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