-30.9%
ALK vs ALM
+410.2%
-441.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -2.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +7.7% | -19.3% | +27.0% | +9.2% |
| 3M | -19.0% | -40.6% | +21.7% | -16.5% |
| 6M | -0.2% | -57.9% | +57.7% | +4.4% |
| YTD | -23.5% | -6.7% | -16.8% | -23.2% |
| 1Y | -9.1% | +20.2% | -29.3% | -9.9% |
| 3Y | +12.0% | +879.4% | -867.4% | +1.5% |
| All | -30.9% | +410.2% | -441.1% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling