+0.5%
ALK vs ACM
-20.8%
+21.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.5% |
| 7D | +7.1% | +5.1% | +2.0% | +5.5% |
| 30D | -3.0% | +11.5% | -14.5% | -5.9% |
| 3M | -25.6% | -10.5% | -15.2% | -23.2% |
| 6M | +0.5% | -20.4% | +20.9% | +1.5% |
| All | +0.5% | -20.8% | +21.3% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling