+152.3%
ACN vs ALK
-45.9%
+198.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -3.8% | -1.2% | -2.7% | -3.7% |
| 30D | +16.5% | +7.7% | +8.8% | +14.3% |
| 3M | +41.5% | -19.0% | +60.5% | +47.4% |
| 6M | +60.1% | -0.2% | +60.3% | +57.0% |
| YTD | -3.9% | -23.5% | +19.5% | -1.2% |
| 1Y | +4.1% | -9.1% | +13.2% | +2.3% |
| 3Y | -15.9% | +12.0% | -27.9% | -25.1% |
| 5Y | -26.3% | -30.9% | +4.5% | -27.2% |
| All | +152.3% | -45.9% | +198.2% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling