-39.1%
ALK vs ACM
+147.1%
-186.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.9% | +3.6% |
| 7D | +8.9% | +6.9% | +2.0% | +4.3% |
| 30D | +5.9% | +19.1% | -13.1% | -5.4% |
| 3M | -16.5% | -6.9% | -9.6% | -13.5% |
| 6M | +2.1% | -12.0% | +14.1% | +8.9% |
| YTD | -17.1% | -25.1% | +8.0% | -1.8% |
| 1Y | -2.9% | -45.4% | +42.5% | +42.4% |
| 3Y | +24.5% | -6.9% | +31.4% | +23.3% |
| 5Y | -29.1% | +3.7% | -32.9% | -35.5% |
| 10Y | -39.1% | +135.8% | -174.9% | -67.0% |
| All | -39.1% | +147.1% | -186.2% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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