+49.5%
FND vs ALK
-49.8%
+99.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -23.6% | -18.5% | -5.1% | -16.3% |
| 3M | +4.3% | -3.6% | +7.9% | +5.9% |
| 6M | -20.3% | -3.7% | -16.6% | -19.5% |
| YTD | -21.3% | -19.0% | -2.3% | -15.0% |
| 1Y | -45.4% | -36.0% | -9.3% | -35.2% |
| 3Y | -48.9% | +2.3% | -51.2% | -53.4% |
| 5Y | -61.0% | -27.8% | -33.3% | -59.4% |
| All | +49.5% | -49.8% | +99.4% | +54.4% |
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 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