+21.2%
ALK vs ALM
+830.0%
-808.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.9% | +0.2% |
| 7D | +12.9% | -6.3% | +19.3% | +13.5% |
| 30D | +5.5% | -31.4% | +37.0% | +8.6% |
| 3M | -12.1% | -40.6% | +28.5% | -9.1% |
| 6M | +1.7% | -58.6% | +60.4% | +7.0% |
| YTD | -17.4% | -7.6% | -9.8% | -16.5% |
| 1Y | -1.9% | +13.8% | -15.8% | -1.8% |
| 3Y | +21.2% | +842.1% | -820.9% | +32.6% |
| All | +21.2% | +830.0% | -808.8% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling