+1,697.2%
ACN vs ALK
+507.1%
+1,190.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.9% | -3.6% |
| 7D | -1.5% | -0.7% | -0.9% | -1.4% |
| 30D | +9.4% | -19.2% | +28.6% | +14.1% |
| 3M | +5.6% | -1.5% | +7.2% | +4.9% |
| 6M | -9.3% | -13.1% | +3.8% | -8.5% |
| YTD | -29.0% | -16.4% | -12.6% | -28.1% |
| 1Y | -24.7% | -33.1% | +8.4% | -20.3% |
| 3Y | -39.8% | +0.6% | -40.4% | -43.8% |
| 5Y | -40.9% | -26.4% | -14.5% | -41.9% |
| 10Y | +91.1% | -34.2% | +125.3% | +76.7% |
| All | +1,697.2% | +507.1% | +1,190.1% | +605.3% |
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