-29.9%
ALK vs ALM
+373.6%
-403.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.5% | +1.7% | -4.4% |
| 7D | +0.9% | -4.0% | +4.9% | +1.2% |
| 30D | +3.3% | -30.5% | +33.8% | +5.8% |
| 3M | -17.6% | -46.9% | +29.3% | -14.4% |
| 6M | +0.8% | -65.5% | +66.3% | +6.8% |
| YTD | -22.4% | -13.4% | -9.0% | -21.7% |
| 1Y | -10.1% | +9.8% | -19.8% | -10.3% |
| 3Y | +14.0% | +783.1% | -769.1% | +4.0% |
| All | -29.9% | +373.6% | -403.5% | -33.7% |
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