-39.5%
ACN vs ALK
+2.1%
-41.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.9% | -3.5% |
| 7D | -1.5% | -0.7% | -0.9% | -1.5% |
| 30D | +9.4% | -19.2% | +28.6% | +12.6% |
| 3M | +5.6% | -1.5% | +7.2% | +5.1% |
| 6M | -9.3% | -13.1% | +3.8% | -8.3% |
| YTD | -29.0% | -16.4% | -12.6% | -28.0% |
| 1Y | -24.7% | -33.1% | +8.4% | -20.8% |
| All | -39.5% | +2.1% | -41.6% | -45.7% |
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 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