+100.8%
FLR vs ALK
-34.8%
+135.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | -0.8% | +9.0% | -9.9% | -3.8% |
| 30D | -9.1% | -1.6% | -7.5% | -9.1% |
| 3M | -4.7% | -23.2% | +18.5% | +3.1% |
| 6M | -14.2% | -3.9% | -10.4% | -14.8% |
| YTD | +17.3% | -22.6% | +39.9% | +23.5% |
| 1Y | +4.3% | -5.3% | +9.6% | +2.3% |
| 3Y | +30.7% | +18.6% | +12.2% | +13.5% |
| All | +100.8% | -34.8% | +135.5% | +116.1% |
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