-64.3%
FLUT vs ALK
-4.9%
-59.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -1.2% |
| 7D | -6.5% | +8.9% | -15.4% | -8.4% |
| 30D | +2.8% | +5.9% | -3.2% | +1.1% |
| 3M | -13.5% | -16.5% | +3.1% | -10.7% |
| 6M | -19.0% | +2.1% | -21.1% | -21.1% |
| YTD | -61.9% | -17.1% | -44.8% | -60.1% |
| All | -64.3% | -4.9% | -59.4% | -65.9% |
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