+447.4%
FLR vs ALK
+572.4%
-124.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.9% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +11.4% | -19.2% | +30.6% | +19.5% |
| 3M | +11.4% | -1.5% | +12.9% | +11.0% |
| 6M | +16.6% | -13.1% | +29.7% | +19.8% |
| YTD | +41.7% | -16.4% | +58.1% | +46.7% |
| 1Y | +35.4% | -33.1% | +68.5% | +50.2% |
| 3Y | +57.3% | +0.6% | +56.7% | +45.1% |
| 5Y | +241.0% | -26.4% | +267.4% | +240.9% |
| 10Y | +16.6% | -34.2% | +50.8% | +16.6% |
| All | +447.4% | +572.4% | -124.9% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling