+180.2%
FTI vs ALK
-37.5%
+217.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -1.8% |
| 7D | -4.3% | +8.9% | -13.2% | -7.5% |
| 30D | -8.0% | +5.9% | -14.0% | -10.8% |
| 3M | -8.0% | -16.5% | +8.5% | -3.4% |
| 6M | -8.7% | +2.1% | -10.8% | -13.5% |
| YTD | +43.9% | -17.1% | +61.0% | +44.2% |
| 1Y | +49.8% | -2.9% | +52.7% | +39.6% |
| 3Y | +211.7% | +24.5% | +187.2% | +134.2% |
| 5Y | +781.6% | -29.1% | +810.7% | +729.8% |
| 10Y | +180.2% | -39.1% | +219.3% | +129.3% |
| All | +180.2% | -37.5% | +217.6% | +129.3% |
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