+8.1%
FPS vs ALK
-24.5%
+32.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +1.7% |
| 7D | +3.1% | -0.7% | +3.8% | +3.4% |
| 30D | -18.6% | -19.2% | +0.7% | -10.3% |
| 3M | -51.5% | -1.5% | -49.9% | -50.8% |
| 6M | -8.5% | -13.1% | +4.5% | -3.2% |
| All | +8.1% | -24.5% | +32.6% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling