-22.9%
FLUT vs ALK
-41.4%
+18.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.9% |
| 7D | +4.5% | +2.6% | +1.9% | +3.9% |
| 30D | +9.2% | +7.8% | +1.4% | +7.3% |
| 3M | -13.7% | -15.2% | +1.6% | -11.1% |
| 6M | -9.0% | +5.0% | -14.1% | -11.2% |
| YTD | -60.2% | -18.4% | -41.8% | -59.4% |
| 1Y | -63.1% | -2.4% | -60.7% | -63.7% |
| 3Y | -42.5% | +19.8% | -62.2% | -46.1% |
| 5Y | -47.6% | -27.8% | -19.8% | -47.6% |
| 10Y | -22.9% | -42.0% | +19.1% | -25.4% |
| All | -22.9% | -41.4% | +18.5% | -25.4% |
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