-59.9%
FND vs ALK
-25.3%
-34.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | -5.2% | -0.7% | -4.6% | -4.9% |
| 30D | -19.9% | -19.2% | -0.6% | -11.0% |
| 3M | +2.7% | -1.5% | +4.2% | +3.2% |
| 6M | -21.7% | -13.1% | -8.6% | -17.3% |
| YTD | -17.5% | -16.4% | -1.1% | -11.9% |
| 1Y | -39.3% | -33.1% | -6.2% | -28.6% |
| 3Y | -49.8% | +0.6% | -50.4% | -55.7% |
| All | -59.9% | -25.3% | -34.7% | -62.0% |
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 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