-26.1%
FLUT vs ALK
-45.1%
+19.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -3.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +5.0% | +3.3% | +1.7% | +4.1% |
| 3M | -16.4% | -17.6% | +1.1% | -13.4% |
| 6M | -14.6% | +0.8% | -15.4% | -15.9% |
| YTD | -61.9% | -22.4% | -39.5% | -60.6% |
| 1Y | -65.0% | -10.1% | -55.0% | -65.0% |
| 3Y | -44.8% | +14.0% | -58.8% | -47.8% |
| 5Y | -49.9% | -29.8% | -20.1% | -49.5% |
| All | -26.1% | -45.1% | +19.0% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling