+7,433.0%
FIX vs ALK
+581.7%
+6,851.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.2% | -8.3% | -10.6% |
| 7D | -27.2% | +7.1% | -34.3% | -29.2% |
| 30D | -46.9% | -3.0% | -43.9% | -46.9% |
| 3M | -44.4% | -25.6% | -18.8% | -40.0% |
| 6M | -50.9% | +0.5% | -51.4% | -52.0% |
| YTD | +3.5% | -23.1% | +26.6% | +8.8% |
| 1Y | -2.1% | -7.5% | +5.4% | -2.7% |
| 3Y | +418.7% | +15.3% | +403.4% | +364.1% |
| 5Y | +894.6% | -34.8% | +929.3% | +929.6% |
| 10Y | +3,465.5% | -41.2% | +3,506.7% | +3,416.9% |
| All | +7,433.0% | +581.7% | +6,851.3% | +3,382.6% |
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