-26.8%
FLUT vs ALK
-45.9%
+19.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.7% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | +9.3% | +7.7% | +1.6% | +7.3% |
| 3M | -17.5% | -19.0% | +1.5% | -14.2% |
| 6M | -14.6% | -0.2% | -14.4% | -15.8% |
| YTD | -62.3% | -23.5% | -38.8% | -60.9% |
| 1Y | -59.6% | -9.1% | -50.5% | -59.7% |
| 3Y | -45.3% | +12.0% | -57.3% | -48.0% |
| 5Y | -50.4% | -30.9% | -19.6% | -49.9% |
| All | -26.8% | -45.9% | +19.1% | -28.0% |
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