+156.3%
ACN vs ALK
-37.5%
+193.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.4% | -3.9% |
| 7D | -2.5% | +8.9% | -11.4% | -4.5% |
| 30D | +22.6% | +5.9% | +16.7% | +20.6% |
| 3M | +45.9% | -16.5% | +62.5% | +51.0% |
| 6M | +43.8% | +2.1% | +41.7% | +40.5% |
| YTD | -2.5% | -17.1% | +14.6% | -1.4% |
| 1Y | +6.5% | -2.9% | +9.3% | +3.2% |
| 3Y | -14.2% | +24.5% | -38.6% | -25.4% |
| 5Y | -24.4% | -29.1% | +4.7% | -25.6% |
| 10Y | +156.3% | -39.1% | +195.4% | +124.1% |
| All | +156.3% | -37.5% | +193.8% | +124.1% |
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