+6.5%
FIX vs ALK
-6.6%
+13.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.3% |
| 7D | -17.5% | +9.0% | -26.5% | -20.3% |
| 30D | -41.6% | -1.6% | -39.9% | -41.3% |
| 3M | -40.6% | -23.2% | -17.4% | -34.7% |
| 6M | -49.4% | -3.9% | -45.5% | -49.6% |
| YTD | +9.2% | -22.6% | +31.8% | +13.7% |
| 1Y | +6.5% | -5.3% | +11.8% | +1.5% |
| All | +6.5% | -6.6% | +13.1% | +1.5% |
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