-41.0%
ALK vs ACM
+133.7%
-174.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | +12.9% | +6.6% | +6.3% | +8.4% |
| 30D | +5.5% | +19.8% | -14.2% | -6.1% |
| 3M | -12.1% | -3.1% | -9.0% | -11.4% |
| 6M | +1.7% | -11.5% | +13.2% | +8.0% |
| YTD | -17.4% | -24.7% | +7.3% | -2.6% |
| 1Y | -1.9% | -45.1% | +43.1% | +43.1% |
| 3Y | +21.2% | -8.9% | +30.1% | +22.0% |
| 5Y | -27.8% | +5.4% | -33.2% | -35.1% |
| 10Y | -41.0% | +131.1% | -172.1% | -67.9% |
| All | -41.0% | +133.7% | -174.7% | -67.9% |
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