+43.3%
AMAT vs ALK
-6.6%
+49.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | -14.7% | +9.0% | -23.8% | -17.6% |
| 30D | -36.1% | -1.6% | -34.5% | -35.7% |
| 3M | -36.9% | -23.2% | -13.7% | -30.0% |
| 6M | -22.2% | -3.9% | -18.3% | -21.9% |
| YTD | +29.9% | -22.6% | +52.5% | +36.2% |
| 1Y | +43.3% | -5.3% | +48.6% | +45.3% |
| All | +43.3% | -6.6% | +49.9% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling