-47.4%
ALK vs ALM
+2,100.8%
-2,148.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -1.9% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +7.7% | -19.3% | +27.0% | +8.8% |
| 3M | -19.0% | -40.6% | +21.7% | -17.1% |
| 6M | -0.2% | -57.9% | +57.7% | +3.4% |
| YTD | -23.5% | -6.7% | -16.8% | -23.6% |
| 1Y | -9.1% | +20.2% | -29.3% | -10.3% |
| 3Y | +12.0% | +879.4% | -867.4% | +0.4% |
| 5Y | -30.9% | +415.3% | -446.1% | -37.4% |
| All | -47.4% | +2,100.8% | -2,148.2% | -54.3% |
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