+15.0%
ACWI vs ALK
-1.1%
+16.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | +0.3% |
| 7D | -0.5% | +12.4% | -12.9% | -2.4% |
| 30D | -1.6% | +2.1% | -3.7% | -2.1% |
| 3M | -1.3% | -23.9% | +22.5% | +2.9% |
| 6M | +5.8% | +8.2% | -2.4% | +3.2% |
| YTD | +12.7% | -20.5% | +33.2% | +13.7% |
| 1Y | +15.0% | -1.0% | +16.0% | +11.6% |
| All | +15.0% | -1.1% | +16.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling