+542.2%
ALK vs ACM
+230.8%
+311.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.7% | -3.7% | +3.1% | +1.3% |
| 30D | -19.2% | -11.1% | -8.1% | -15.1% |
| 3M | -1.5% | -8.0% | +6.5% | +1.8% |
| 6M | -13.1% | -29.7% | +16.6% | +2.7% |
| YTD | -16.4% | -29.4% | +12.9% | -2.1% |
| 1Y | -33.1% | -46.4% | +13.4% | -10.4% |
| 3Y | +0.6% | -22.3% | +23.0% | +11.5% |
| 5Y | -26.4% | +4.5% | -30.9% | -29.7% |
| 10Y | -34.2% | +127.6% | -161.8% | -56.5% |
| All | +542.2% | +230.8% | +311.4% | +225.5% |
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 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