-31.2%
ALK vs ALC
+31.8%
-63.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.9% |
| 7D | +9.0% | +4.9% | +4.2% | +6.2% |
| 30D | -1.6% | +19.0% | -20.6% | -11.1% |
| 3M | -23.2% | +7.8% | -30.9% | -26.8% |
| 6M | -3.9% | +14.6% | -18.4% | -11.8% |
| YTD | -22.6% | -4.4% | -18.1% | -21.4% |
| 1Y | -5.3% | +1.4% | -6.7% | -7.3% |
| 3Y | +18.6% | +2.5% | +16.1% | +12.5% |
| 5Y | -34.4% | -10.9% | -23.5% | -33.3% |
| All | -31.2% | +31.8% | -63.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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