-23.7%
ACI vs ALK
-2.7%
-21.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.4% |
| 7D | -5.3% | +2.6% | -7.9% | -5.3% |
| 30D | +5.0% | +7.8% | -2.8% | +4.9% |
| 3M | +7.5% | -15.2% | +22.7% | +6.1% |
| 6M | -16.0% | +5.0% | -21.1% | -15.7% |
| YTD | -20.6% | -18.4% | -2.2% | -19.7% |
| All | -23.7% | -2.7% | -21.0% | -22.8% |
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