+143.3%
FN vs ALK
-33.9%
+177.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.2% | -11.0% | -13.1% |
| 7D | -16.0% | +7.1% | -23.0% | -18.4% |
| 30D | -40.1% | -3.0% | -37.1% | -39.8% |
| 3M | -43.9% | -25.6% | -18.3% | -38.1% |
| 6M | -55.6% | +0.5% | -56.1% | -56.9% |
| YTD | -35.7% | -23.1% | -12.6% | -31.8% |
| 1Y | -39.8% | -7.5% | -32.3% | -40.6% |
| 3Y | +80.3% | +15.3% | +65.0% | +52.7% |
| 5Y | +143.3% | -34.8% | +178.1% | +149.2% |
| All | +143.3% | -33.9% | +177.2% | +149.2% |
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 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