-14.8%
ACN vs ALK
+20.7%
-35.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.7% |
| 7D | -4.0% | +2.6% | -6.6% | -4.4% |
| 30D | +19.0% | +7.8% | +11.2% | +17.5% |
| 3M | +42.2% | -15.2% | +57.4% | +44.9% |
| 6M | +50.1% | +5.0% | +45.1% | +46.9% |
| YTD | -2.7% | -18.4% | +15.7% | -1.5% |
| 1Y | +7.6% | -2.4% | +10.0% | +4.8% |
| All | -14.8% | +20.7% | -35.5% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling