+15.1%
AGG vs ALK
-39.2%
+54.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -0.2% | -14.6% | +14.4% | 0.0% |
| 3M | -0.7% | -10.6% | +9.9% | -0.6% |
| 6M | -1.8% | -6.7% | +4.9% | -1.8% |
| YTD | -0.6% | -19.8% | +19.2% | -0.4% |
| 1Y | +0.4% | -35.2% | +35.6% | +0.8% |
| 3Y | +13.2% | +1.4% | +11.8% | +12.5% |
| 5Y | -2.0% | -30.7% | +28.7% | -2.2% |
| 10Y | +15.1% | -37.4% | +52.5% | +12.9% |
| All | +15.1% | -39.2% | +54.3% | +12.9% |
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