+491.1%
ALK vs ACM
+233.2%
+257.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.1% |
| 7D | +7.1% | +5.1% | +2.0% | +4.6% |
| 30D | -3.0% | +11.5% | -14.5% | -8.0% |
| 3M | -25.6% | -10.5% | -15.2% | -22.1% |
| 6M | +0.5% | -20.4% | +20.9% | +11.1% |
| YTD | -23.1% | -28.9% | +5.8% | -10.1% |
| 1Y | -7.5% | -48.7% | +41.1% | +27.0% |
| 3Y | +15.3% | -12.5% | +27.8% | +20.4% |
| 5Y | -34.8% | +0.5% | -35.3% | -36.4% |
| 10Y | -41.2% | +161.2% | -202.3% | -63.2% |
| All | +491.1% | +233.2% | +257.9% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling