+894.6%
FIX vs ALK
-33.9%
+928.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.2% | -8.3% | -10.5% |
| 7D | -27.2% | +7.1% | -34.3% | -29.5% |
| 30D | -46.9% | -3.0% | -43.9% | -46.8% |
| 3M | -44.4% | -25.6% | -18.8% | -39.1% |
| 6M | -50.9% | +0.5% | -51.4% | -52.1% |
| YTD | +3.5% | -23.1% | +26.6% | +9.4% |
| 1Y | -2.1% | -7.5% | +5.4% | -3.0% |
| 3Y | +418.7% | +15.3% | +403.4% | +344.9% |
| 5Y | +894.6% | -34.8% | +929.3% | +915.9% |
| All | +894.6% | -33.9% | +928.5% | +915.9% |
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 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