-72.3%
FLNC vs ALK
-24.0%
-48.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | -5.0% | -3.1% | -1.9% | -3.3% |
| 30D | -26.1% | -17.1% | -9.0% | -17.3% |
| 3M | -55.2% | -3.8% | -51.4% | -54.1% |
| 6M | -42.6% | -5.3% | -37.3% | -42.3% |
| YTD | -51.0% | -20.3% | -30.8% | -45.3% |
| 1Y | +43.3% | -36.0% | +79.3% | +81.3% |
| 3Y | -63.4% | +0.8% | -64.2% | -72.4% |
| All | -72.3% | -24.0% | -48.3% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling