-26.3%
ALK vs ALC
+32.2%
-58.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +6.9% |
| 7D | +8.9% | +2.1% | +6.9% | +7.7% |
| 30D | +5.9% | +17.2% | -11.3% | -3.4% |
| 3M | -16.5% | +4.6% | -21.2% | -18.9% |
| 6M | +2.1% | +20.1% | -18.0% | -8.9% |
| YTD | -17.1% | -4.2% | -12.9% | -15.9% |
| 1Y | -2.9% | +2.1% | -4.9% | -5.2% |
| 3Y | +24.5% | +4.5% | +20.0% | +16.7% |
| 5Y | -29.1% | -12.3% | -16.8% | -27.1% |
| All | -26.3% | +32.2% | -58.5% | -47.8% |
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