+2,896.1%
FITB vs ALK
+839.9%
+2,056.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -4.7% | -19.2% | +14.5% | +2.8% |
| 3M | +6.7% | -1.5% | +8.2% | +5.8% |
| 6M | +12.6% | -13.1% | +25.6% | +15.1% |
| YTD | +19.1% | -16.4% | +35.5% | +22.9% |
| 1Y | +22.6% | -33.1% | +55.7% | +36.4% |
| 3Y | +127.1% | +0.6% | +126.5% | +105.3% |
| 5Y | +71.8% | -26.4% | +98.2% | +72.7% |
| 10Y | +287.2% | -34.2% | +321.3% | +280.2% |
| All | +2,896.1% | +839.9% | +2,056.2% | +889.2% |
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