+283.9%
FITB vs ALK
-38.6%
+322.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -4.5% | -18.5% | +13.9% | +4.7% |
| 3M | +5.7% | -3.6% | +9.2% | +5.3% |
| 6M | +17.1% | -3.7% | +20.8% | +14.5% |
| YTD | +18.3% | -19.0% | +37.3% | +24.4% |
| 1Y | +23.9% | -36.0% | +59.9% | +44.9% |
| 3Y | +131.1% | +2.3% | +128.8% | +92.9% |
| 5Y | +71.1% | -27.8% | +98.8% | +67.9% |
| 10Y | +283.9% | -39.0% | +322.8% | +224.1% |
| All | +283.9% | -38.6% | +322.5% | +224.1% |
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