+2,054.3%
FLUT vs ALK
+1,003.2%
+1,051.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -1.6% | -0.7% | -1.0% | -1.6% |
| 30D | +7.7% | -19.2% | +27.0% | +9.8% |
| 3M | -0.7% | -1.5% | +0.8% | -0.8% |
| 6M | -11.2% | -13.1% | +1.9% | -10.6% |
| YTD | -53.4% | -16.4% | -37.0% | -53.0% |
| 1Y | -65.8% | -33.1% | -32.7% | -64.9% |
| 3Y | -44.9% | +0.6% | -45.6% | -45.5% |
| 5Y | -49.7% | -26.4% | -23.3% | -49.6% |
| 10Y | -9.7% | -34.2% | +24.4% | -10.4% |
| All | +2,054.3% | +1,003.2% | +1,051.0% | +1,972.2% |
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