-33.1%
ALK vs ALM
+318.3%
-351.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.8% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | -19.2% | +32.0% | -51.2% | -22.8% |
| 3M | -1.5% | -15.0% | +13.5% | -1.0% |
| 6M | -13.1% | -10.1% | -2.9% | -14.8% |
| YTD | -16.4% | +99.4% | -115.9% | -24.8% |
| 1Y | -33.1% | +316.4% | -349.4% | -40.1% |
| All | -33.1% | +318.3% | -351.4% | -40.1% |
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