-1.4%
AGG vs ALK
-28.9%
+27.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -0.4% | -18.5% | +18.1% | 0.0% |
| 3M | -0.3% | -3.6% | +3.3% | -0.2% |
| 6M | -1.2% | -3.7% | +2.5% | -1.3% |
| YTD | -0.4% | -19.0% | +18.7% | -0.2% |
| 1Y | +0.4% | -36.0% | +36.4% | +0.9% |
| 3Y | +13.4% | +2.3% | +11.1% | +12.2% |
| 5Y | -1.4% | -27.8% | +26.3% | -2.3% |
| All | -1.4% | -28.9% | +27.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling