+99.6%
FTI vs ALK
-35.5%
+135.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +12.3% | -18.5% | +30.8% | +12.1% |
| 3M | +13.8% | -3.6% | +17.3% | +12.7% |
| 6M | +24.3% | -3.7% | +28.0% | +22.9% |
| YTD | +75.8% | -19.0% | +94.8% | +78.8% |
| 1Y | +99.6% | -36.0% | +135.7% | +104.7% |
| All | +99.6% | -35.5% | +135.1% | +104.7% |
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