+8.4%
FLR vs ALK
-39.7%
+48.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +5.1% | +12.9% | -7.8% | -0.9% |
| 30D | -0.5% | +5.5% | -6.0% | -3.8% |
| 3M | -3.5% | -12.1% | +8.6% | +1.2% |
| 6M | +16.5% | +1.7% | +14.7% | +11.9% |
| YTD | +27.3% | -17.4% | +44.7% | +32.2% |
| 1Y | +10.6% | -1.9% | +12.6% | +4.9% |
| 3Y | +39.4% | +21.2% | +18.1% | +6.7% |
| 5Y | +126.4% | -27.8% | +154.2% | +118.2% |
| 10Y | +8.4% | -41.0% | +49.4% | -5.9% |
| All | +8.4% | -39.7% | +48.1% | -5.9% |
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 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