-9.1%
ALK vs ALM
+19.0%
-28.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -2.7% |
| 7D | -1.2% | +1.2% | -2.4% | -1.4% |
| 30D | +7.7% | -19.3% | +27.0% | +10.9% |
| 3M | -19.0% | -40.6% | +21.7% | -13.8% |
| 6M | -0.2% | -57.9% | +57.7% | +10.0% |
| YTD | -23.5% | -6.7% | -16.8% | -22.6% |
| 1Y | -9.1% | +20.2% | -29.3% | -10.0% |
| All | -9.1% | +19.0% | -28.1% | -10.0% |
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