-33.9%
ALK vs ALM
+396.4%
-430.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +9.0% | -6.7% | +15.7% | +9.6% |
| 30D | -1.6% | -32.9% | +31.3% | +1.0% |
| 3M | -23.2% | -39.5% | +16.3% | -21.0% |
| 6M | -3.9% | -62.0% | +58.1% | +1.1% |
| YTD | -22.6% | -7.8% | -14.8% | -22.2% |
| 1Y | -5.3% | +26.7% | -32.0% | -6.3% |
| 3Y | +18.6% | +825.4% | -806.8% | +7.7% |
| All | -33.9% | +396.4% | -430.3% | -37.9% |
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