+30.2%
FITB vs ALK
-4.9%
+35.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +0.7% |
| 7D | -1.1% | +8.9% | -10.0% | -3.3% |
| 30D | +7.3% | +5.9% | +1.4% | +5.5% |
| 3M | -4.0% | -16.5% | +12.5% | -0.2% |
| 6M | +11.9% | +2.1% | +9.8% | +9.3% |
| YTD | +19.0% | -17.1% | +36.1% | +22.2% |
| All | +30.2% | -4.9% | +35.1% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling