+70.6%
ACWI vs ALK
+15.2%
+55.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.3% |
| 7D | -4.0% | +7.1% | -11.1% | -5.2% |
| 30D | -5.8% | -3.0% | -2.8% | -5.5% |
| 3M | -5.0% | -25.6% | +20.6% | -0.5% |
| 6M | +0.7% | +0.5% | +0.2% | -0.5% |
| YTD | +8.4% | -23.1% | +31.5% | +11.1% |
| 1Y | +10.1% | -7.5% | +17.7% | +9.1% |
| All | +70.6% | +15.2% | +55.4% | +59.8% |
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