-51.1%
FLUT vs ALK
-25.3%
-25.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | -1.6% | -0.7% | -1.0% | -1.4% |
| 30D | +7.7% | -19.2% | +27.0% | +15.7% |
| 3M | -0.7% | -1.5% | +0.8% | -1.7% |
| 6M | -11.2% | -13.1% | +1.9% | -9.4% |
| YTD | -53.4% | -16.4% | -37.0% | -52.0% |
| 1Y | -65.8% | -33.1% | -32.7% | -61.8% |
| 3Y | -44.9% | +0.6% | -45.6% | -50.8% |
| All | -51.1% | -25.3% | -25.8% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling