-1.0%
ALK vs ALM
+44.8%
-45.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.6% |
| 7D | +12.4% | -6.4% | +18.8% | +13.5% |
| 30D | +2.1% | -35.0% | +37.1% | +8.4% |
| 3M | -23.9% | -33.8% | +9.9% | -20.5% |
| 6M | +8.2% | -55.0% | +63.2% | +17.7% |
| YTD | -20.5% | -0.2% | -20.3% | -20.2% |
| 1Y | -1.0% | +41.8% | -42.8% | -5.0% |
| All | -1.0% | +44.8% | -45.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling