+38.7%
FLR vs ALK
-35.5%
+74.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.7% |
| 7D | +0.7% | +0.1% | +0.5% | +0.6% |
| 30D | -0.7% | -18.5% | +17.8% | +5.4% |
| 3M | +14.3% | -3.6% | +17.9% | +14.7% |
| 6M | +25.6% | -3.7% | +29.3% | +23.8% |
| YTD | +42.9% | -19.0% | +61.9% | +47.3% |
| 1Y | +38.7% | -36.0% | +74.8% | +40.4% |
| All | +38.7% | -35.5% | +74.3% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling