-31.6%
ALK vs ALC
+34.7%
-66.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.7% |
| 7D | +7.1% | +7.6% | -0.6% | +2.7% |
| 30D | -3.0% | +21.1% | -24.1% | -13.3% |
| 3M | -25.6% | +8.5% | -34.1% | -29.4% |
| 6M | +0.5% | +2.8% | -2.3% | -2.6% |
| YTD | -23.1% | -2.4% | -20.7% | -22.8% |
| 1Y | -7.5% | +3.5% | -11.0% | -10.5% |
| 3Y | +15.3% | +4.2% | +11.1% | +8.4% |
| 5Y | -34.8% | -9.0% | -25.8% | -34.6% |
| All | -31.6% | +34.7% | -66.3% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling