-33.9%
ALK vs ALC
-11.2%
-22.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.8% |
| 7D | +9.0% | +4.9% | +4.2% | +6.5% |
| 30D | -1.6% | +19.0% | -20.6% | -10.2% |
| 3M | -23.2% | +7.8% | -30.9% | -26.4% |
| 6M | -3.9% | +14.6% | -18.4% | -11.0% |
| YTD | -22.6% | -4.4% | -18.1% | -21.3% |
| 1Y | -5.3% | +1.4% | -6.7% | -6.9% |
| 3Y | +18.6% | +2.5% | +16.1% | +14.1% |
| All | -33.9% | -11.2% | -22.7% | -32.7% |
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