-63.2%
FLUT vs ALK
-1.1%
-62.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -4.3% |
| 7D | +4.2% | +12.4% | -8.3% | +1.3% |
| 30D | +8.0% | +2.1% | +5.9% | +7.2% |
| 3M | -22.1% | -23.9% | +1.8% | -17.9% |
| 6M | -21.7% | +8.2% | -29.9% | -25.3% |
| YTD | -62.0% | -20.5% | -41.5% | -59.8% |
| 1Y | -63.2% | -1.0% | -62.1% | -65.4% |
| All | -63.2% | -1.1% | -62.1% | -65.4% |
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