-34.8%
ALK vs ALC
-8.7%
-26.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.7% |
| 7D | +7.1% | +7.6% | -0.6% | +3.1% |
| 30D | -3.0% | +21.1% | -24.1% | -12.3% |
| 3M | -25.6% | +8.5% | -34.1% | -29.0% |
| 6M | +0.5% | +2.8% | -2.3% | -2.3% |
| YTD | -23.1% | -2.4% | -20.7% | -22.7% |
| 1Y | -7.5% | +3.5% | -11.0% | -10.1% |
| 3Y | +15.3% | +4.2% | +11.1% | +10.0% |
| 5Y | -34.8% | -9.0% | -25.8% | -34.1% |
| All | -34.8% | -8.7% | -26.0% | -34.1% |
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