-26.4%
ALK vs ALC
-16.0%
-10.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.7% |
| 7D | -0.7% | -2.1% | +1.4% | +0.4% |
| 30D | -19.2% | -0.1% | -19.1% | -19.4% |
| 3M | -1.5% | +5.9% | -7.4% | -4.7% |
| 6M | -13.1% | -15.9% | +2.9% | -5.1% |
| YTD | -16.4% | -10.1% | -6.3% | -12.3% |
| 1Y | -33.1% | -10.2% | -22.8% | -29.8% |
| 3Y | +0.6% | -13.6% | +14.2% | +6.1% |
| All | -26.4% | -16.0% | -10.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling