-32.0%
ALK vs ALC
+30.4%
-62.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -3.4% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | +7.7% | +16.0% | -8.4% | -1.2% |
| 3M | -19.0% | +0.8% | -19.8% | -19.5% |
| 6M | -0.2% | +16.8% | -17.0% | -9.5% |
| YTD | -23.5% | -5.5% | -18.0% | -21.8% |
| 1Y | -9.1% | -5.3% | -3.9% | -7.2% |
| 3Y | +12.0% | +4.1% | +7.9% | +5.2% |
| 5Y | -30.9% | -7.1% | -23.8% | -31.8% |
| All | -32.0% | +30.4% | -62.4% | -51.5% |
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