+948.1%
FIX vs ALK
-34.8%
+982.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -17.5% | +9.0% | -26.5% | -20.5% |
| 30D | -41.6% | -1.6% | -39.9% | -41.7% |
| 3M | -40.6% | -23.2% | -17.4% | -35.7% |
| 6M | -49.4% | -3.9% | -45.5% | -49.8% |
| YTD | +9.2% | -22.6% | +31.8% | +15.1% |
| 1Y | +6.5% | -5.3% | +11.8% | +4.7% |
| 3Y | +448.7% | +18.6% | +430.2% | +365.9% |
| All | +948.1% | -34.8% | +982.8% | +966.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling