+59.9%
FND vs ALK
-52.1%
+112.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +7.7% | +9.0% | -1.4% | +3.7% |
| 30D | +11.9% | -1.6% | +13.5% | +12.8% |
| 3M | -14.6% | -23.2% | +8.6% | -4.0% |
| 6M | +0.5% | -3.9% | +4.3% | +2.0% |
| YTD | -15.8% | -22.6% | +6.8% | -7.2% |
| 1Y | -12.9% | -5.3% | -7.6% | -12.3% |
| 3Y | -34.2% | +18.6% | -52.7% | -43.8% |
| 5Y | -61.6% | -34.4% | -27.2% | -58.0% |
| All | +59.9% | -52.1% | +112.0% | +68.5% |
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