-42.0%
ALK vs ALM
+2,084.7%
-2,126.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | +2.6% | -7.2% | +9.7% | +3.0% |
| 30D | +7.8% | -26.4% | +34.2% | +9.5% |
| 3M | -15.2% | -38.6% | +23.4% | -13.4% |
| 6M | +5.0% | -61.0% | +66.0% | +9.2% |
| YTD | -18.4% | -7.4% | -11.1% | -18.5% |
| 1Y | -2.4% | +14.0% | -16.4% | -3.4% |
| 3Y | +19.8% | +844.4% | -824.7% | +7.5% |
| 5Y | -27.8% | +410.8% | -438.6% | -34.6% |
| 10Y | -42.0% | +2,084.7% | -2,126.7% | -49.4% |
| All | -42.0% | +2,084.7% | -2,126.7% | -49.4% |
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