-0.5%
AGG vs ALK
-35.4%
+34.9%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.8% |
| 30D | -1.0% | -17.1% | +16.2% | -0.4% |
| 3M | -1.3% | -3.8% | +2.5% | -1.2% |
| 6M | -2.1% | -5.3% | +3.2% | -2.2% |
| YTD | -1.2% | -20.3% | +19.0% | -1.3% |
| 1Y | -0.5% | -36.0% | +35.5% | -0.5% |
| All | -0.5% | -35.4% | +34.9% | -0.5% |
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