-39.1%
ALK vs ALM
+2,221.4%
-2,260.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +6.7% |
| 7D | +8.9% | +0.7% | +8.2% | +8.9% |
| 30D | +5.9% | -26.1% | +32.0% | +7.5% |
| 3M | -16.5% | -38.1% | +21.6% | -14.8% |
| 6M | +2.1% | -55.4% | +57.5% | +5.4% |
| YTD | -17.1% | -0.4% | -16.7% | -17.5% |
| 1Y | -2.9% | +25.4% | -28.2% | -4.3% |
| 3Y | +24.5% | +907.8% | -883.3% | +11.6% |
| 5Y | -29.1% | +440.2% | -469.3% | -35.8% |
| 10Y | -39.1% | +2,031.1% | -2,070.3% | -46.5% |
| All | -39.1% | +2,221.4% | -2,260.5% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling