-71.1%
FLNC vs ALK
-23.5%
-47.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -7.8% |
| 7D | -4.2% | -3.0% | -1.2% | -2.5% |
| 30D | -20.0% | -14.6% | -5.4% | -12.1% |
| 3M | -56.9% | -10.6% | -46.3% | -53.8% |
| 6M | -35.5% | -6.7% | -28.8% | -34.7% |
| YTD | -48.8% | -19.8% | -29.1% | -43.1% |
| 1Y | +49.3% | -35.2% | +84.5% | +87.3% |
| 3Y | -61.8% | +1.4% | -63.2% | -71.3% |
| All | -71.1% | -23.5% | -47.5% | -71.2% |
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