+216.7%
ACWI vs ALK
-41.7%
+258.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -2.4% | +9.0% | -11.4% | -4.3% |
| 30D | -5.2% | -1.6% | -3.5% | -5.1% |
| 3M | -4.8% | -23.2% | +18.4% | +0.4% |
| 6M | -1.3% | -3.9% | +2.6% | -1.9% |
| YTD | +8.4% | -22.6% | +31.0% | +11.9% |
| 1Y | +11.0% | -5.3% | +16.4% | +9.1% |
| 3Y | +70.6% | +18.6% | +52.0% | +51.5% |
| 5Y | +55.3% | -34.4% | +89.7% | +55.9% |
| All | +216.7% | -41.7% | +258.4% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling