-42.7%
ALK vs ACM
+155.0%
-197.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.0% | +5.4% | +3.7% | +5.5% |
| 30D | -1.6% | +15.1% | -16.8% | -10.1% |
| 3M | -23.2% | -10.5% | -12.7% | -18.4% |
| 6M | -3.9% | -19.7% | +15.8% | +8.8% |
| YTD | -22.6% | -28.8% | +6.2% | -5.5% |
| 1Y | -5.3% | -47.9% | +42.5% | +42.1% |
| 3Y | +18.6% | -12.4% | +30.9% | +22.4% |
| 5Y | -34.4% | +0.6% | -34.9% | -38.9% |
| All | -42.7% | +155.0% | -197.7% | -67.4% |
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