+126.0%
FITB vs ALK
+16.0%
+110.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.5% | +9.0% | -10.6% | -4.0% |
| 30D | +5.8% | -1.6% | +7.5% | +6.0% |
| 3M | -6.1% | -23.2% | +17.1% | +0.4% |
| 6M | +5.9% | -3.9% | +9.8% | +5.2% |
| YTD | +16.1% | -22.6% | +38.7% | +21.3% |
| 1Y | +28.8% | -5.3% | +34.2% | +26.4% |
| 3Y | +126.0% | +18.6% | +107.4% | +102.0% |
| All | +126.0% | +16.0% | +110.1% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling