-52.4%
FN vs ALK
+5.1%
-57.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.8% | -14.7% | -6.4% |
| 7D | -7.0% | +12.4% | -19.4% | -8.2% |
| 30D | -24.7% | +2.1% | -26.8% | -24.1% |
| 3M | -35.7% | -23.9% | -11.8% | -34.1% |
| 6M | -52.4% | +8.2% | -60.6% | -48.0% |
| All | -52.4% | +5.1% | -57.5% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling