+51.8%
FTI vs ALK
-7.4%
+59.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -1.0% |
| 7D | +5.4% | +0.9% | +4.5% | +5.5% |
| 30D | -8.2% | +3.3% | -11.5% | -7.7% |
| 3M | -13.7% | -17.6% | +3.9% | -13.6% |
| 6M | -11.2% | +0.8% | -12.0% | -12.3% |
| YTD | +46.0% | -22.4% | +68.4% | +49.8% |
| 1Y | +51.8% | -10.1% | +61.9% | +50.8% |
| All | +51.8% | -7.4% | +59.2% | +50.8% |
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 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