+1,698.0%
FTI vs ALK
+535.6%
+1,162.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -7.6% | +9.0% | -16.7% | -9.9% |
| 30D | -7.1% | -1.6% | -5.5% | -7.3% |
| 3M | -8.7% | -23.2% | +14.5% | -3.6% |
| 6M | -14.0% | -3.9% | -10.1% | -15.6% |
| YTD | +42.8% | -22.6% | +65.4% | +45.9% |
| 1Y | +50.4% | -5.3% | +55.7% | +45.1% |
| 3Y | +194.1% | +18.6% | +175.5% | +155.7% |
| 5Y | +775.2% | -34.4% | +809.6% | +772.0% |
| 10Y | +189.2% | -40.8% | +230.0% | +180.2% |
| All | +1,698.0% | +535.6% | +1,162.4% | +849.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling