+20.0%
FLR vs ALK
-38.6%
+58.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.3% |
| 7D | +0.7% | +0.1% | +0.5% | +0.5% |
| 30D | -0.7% | -18.5% | +17.8% | +9.0% |
| 3M | +14.3% | -3.6% | +17.9% | +14.5% |
| 6M | +25.6% | -3.7% | +29.3% | +23.4% |
| YTD | +42.9% | -19.0% | +61.9% | +51.1% |
| 1Y | +38.7% | -36.0% | +74.8% | +63.1% |
| 3Y | +61.8% | +2.3% | +59.4% | +37.3% |
| 5Y | +254.1% | -27.8% | +281.8% | +243.9% |
| 10Y | +20.0% | -39.0% | +59.0% | +8.7% |
| All | +20.0% | -38.6% | +58.6% | +8.7% |
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