+3,078.0%
FN vs ALK
+266.3%
+2,811.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.8% | -14.7% | -8.9% |
| 7D | -7.0% | +12.4% | -19.4% | -11.3% |
| 30D | -24.7% | +2.1% | -26.8% | -25.9% |
| 3M | -35.7% | -23.9% | -11.8% | -30.0% |
| 6M | -52.4% | +8.2% | -60.6% | -55.0% |
| YTD | -25.0% | -20.5% | -4.5% | -21.8% |
| 1Y | -25.7% | -1.0% | -24.6% | -28.2% |
| 3Y | +110.2% | +19.2% | +91.0% | +81.5% |
| 5Y | +192.3% | -28.2% | +220.6% | +193.3% |
| 10Y | +812.3% | -39.2% | +851.4% | +753.2% |
| All | +3,078.0% | +266.3% | +2,811.7% | +849.4% |
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