+906.2%
FN vs ALK
-34.2%
+940.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -22.0% | -19.2% | -2.8% | -16.6% |
| 3M | -43.0% | -1.5% | -41.5% | -43.2% |
| 6M | -27.7% | -13.1% | -14.7% | -25.9% |
| YTD | -10.5% | -16.4% | +5.9% | -7.7% |
| 1Y | +12.5% | -33.1% | +45.6% | +23.8% |
| 3Y | +153.8% | +0.6% | +153.2% | +136.7% |
| 5Y | +288.0% | -26.4% | +314.4% | +288.9% |
| All | +906.2% | -34.2% | +940.4% | +816.8% |
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