+211.6%
FTI vs ALK
+13.2%
+198.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.2% |
| 7D | +4.3% | -1.2% | +5.5% | +4.4% |
| 30D | -4.7% | +7.7% | -12.4% | -5.6% |
| 3M | -13.5% | -19.0% | +5.5% | -11.5% |
| 6M | -8.7% | -0.2% | -8.5% | -10.6% |
| YTD | +49.0% | -23.5% | +72.5% | +52.0% |
| 1Y | +54.0% | -9.1% | +63.1% | +51.1% |
| 3Y | +211.6% | +12.0% | +199.6% | +192.5% |
| All | +211.6% | +13.2% | +198.4% | +192.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling