+224.4%
FITB vs ALK
-39.7%
+264.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +12.9% | -12.5% | -5.3% |
| 30D | +7.0% | +5.5% | +1.5% | +3.6% |
| 3M | -4.4% | -12.1% | +7.7% | +0.4% |
| 6M | +11.6% | +1.7% | +9.8% | +6.8% |
| YTD | +18.6% | -17.4% | +36.0% | +22.5% |
| 1Y | +29.8% | -1.9% | +31.8% | +22.5% |
| 3Y | +140.7% | +21.2% | +119.4% | +81.4% |
| 5Y | +48.6% | -27.8% | +76.4% | +45.4% |
| 10Y | +224.4% | -41.0% | +265.4% | +173.1% |
| All | +224.4% | -39.7% | +264.1% | +173.1% |
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