+1,133.2%
FTI vs ALK
-25.3%
+1,158.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +5.3% | -0.7% | +5.9% | +5.4% |
| 30D | +15.3% | -19.2% | +34.6% | +19.9% |
| 3M | +15.8% | -1.5% | +17.3% | +14.4% |
| 6M | +22.6% | -13.1% | +35.6% | +23.3% |
| YTD | +79.5% | -16.4% | +96.0% | +81.7% |
| 1Y | +102.0% | -33.1% | +135.1% | +115.6% |
| 3Y | +315.8% | +0.6% | +315.2% | +278.4% |
| All | +1,133.2% | -25.3% | +1,158.5% | +1,109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling