+353.1%
FLR vs ALK
+522.8%
-169.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | -0.8% | +9.0% | -9.9% | -4.1% |
| 30D | -9.1% | -1.6% | -7.5% | -9.2% |
| 3M | -4.7% | -23.2% | +18.5% | +3.3% |
| 6M | -14.2% | -3.9% | -10.4% | -14.9% |
| YTD | +17.3% | -22.6% | +39.9% | +23.7% |
| 1Y | +4.3% | -5.3% | +9.6% | +2.3% |
| 3Y | +30.7% | +18.6% | +12.2% | +13.1% |
| 5Y | +101.3% | -34.4% | +135.7% | +107.6% |
| 10Y | +12.4% | -40.8% | +53.1% | +15.6% |
| All | +353.1% | +522.8% | -169.7% | +83.1% |
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