-34.8%
ALK vs ACM
+1.8%
-36.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -1.9% |
| 7D | +7.1% | +5.1% | +2.0% | +3.9% |
| 30D | -3.0% | +11.5% | -14.5% | -9.2% |
| 3M | -25.6% | -10.5% | -15.2% | -21.0% |
| 6M | +0.5% | -20.4% | +20.9% | +14.7% |
| YTD | -23.1% | -28.9% | +5.8% | -5.6% |
| 1Y | -7.5% | -48.7% | +41.1% | +43.1% |
| 3Y | +15.3% | -12.5% | +27.8% | +14.8% |
| 5Y | -34.8% | +0.5% | -35.3% | -44.5% |
| All | -34.8% | +1.8% | -36.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling