+0.5%
ALK vs ALM
-60.3%
+60.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.3% | -2.0% |
| 7D | +7.1% | -14.5% | +21.6% | +9.1% |
| 30D | -3.0% | -39.0% | +36.1% | +2.8% |
| 3M | -25.6% | -40.3% | +14.6% | -22.3% |
| 6M | +0.5% | -60.3% | +60.8% | +8.2% |
| All | +0.5% | -60.3% | +60.8% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling