+2,427.5%
ACN vs ALK
+462.4%
+1,965.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.9% | +9.0% | -8.2% | -1.0% |
| 30D | +33.5% | -1.6% | +35.2% | +33.7% |
| 3M | +53.5% | -23.2% | +76.6% | +61.4% |
| 6M | +52.2% | -3.9% | +56.1% | +51.1% |
| YTD | -0.1% | -22.6% | +22.5% | +2.4% |
| 1Y | +11.0% | -5.3% | +16.4% | +8.7% |
| 3Y | -11.8% | +18.6% | -30.4% | -20.7% |
| 5Y | -22.8% | -34.4% | +11.6% | -22.3% |
| 10Y | +162.4% | -40.8% | +203.2% | +147.5% |
| All | +2,427.5% | +462.4% | +1,965.1% | +905.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling