+1,685.4%
FLUT vs ALK
+915.6%
+769.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +1.7% |
| 7D | +4.8% | +7.1% | -2.3% | +4.1% |
| 30D | +8.8% | -3.0% | +11.8% | +9.0% |
| 3M | -10.7% | -25.6% | +14.9% | -8.4% |
| 6M | -19.7% | +0.5% | -20.2% | -20.1% |
| YTD | -61.4% | -23.1% | -38.4% | -60.8% |
| 1Y | -61.6% | -7.5% | -54.1% | -61.6% |
| 3Y | -51.4% | +15.3% | -66.7% | -52.2% |
| 5Y | -51.0% | -34.8% | -16.2% | -50.5% |
| 10Y | -25.2% | -41.2% | +16.0% | -25.3% |
| All | +1,685.4% | +915.6% | +769.8% | +1,628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling