+310.7%
FTI vs ALK
-39.2%
+349.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -2.3% | -3.0% | +0.6% | -1.3% |
| 30D | +5.0% | -14.6% | +19.6% | +10.9% |
| 3M | +13.8% | -10.6% | +24.4% | +15.8% |
| 6M | +22.9% | -6.7% | +29.6% | +19.8% |
| YTD | +75.0% | -19.8% | +94.7% | +79.5% |
| 1Y | +96.9% | -35.2% | +132.1% | +118.2% |
| 3Y | +276.7% | +1.4% | +275.3% | +213.3% |
| 5Y | +1,157.0% | -30.7% | +1,187.7% | +1,099.0% |
| 10Y | +310.7% | -37.4% | +348.1% | +217.8% |
| All | +310.7% | -39.2% | +349.9% | +217.8% |
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