+48.1%
FTI vs ALK
-5.3%
+53.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.3% | +12.9% | -16.2% | -2.6% |
| 30D | -7.2% | +5.5% | -12.8% | -6.5% |
| 3M | -12.9% | -12.1% | -0.8% | -12.6% |
| 6M | -7.9% | +1.7% | -9.6% | -8.3% |
| YTD | +45.2% | -17.4% | +62.6% | +49.2% |
| 1Y | +48.1% | -1.9% | +50.0% | +47.2% |
| All | +48.1% | -5.3% | +53.3% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling