+126.7%
AMAT vs ALK
-34.8%
+161.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | -14.7% | +9.0% | -23.8% | -17.8% |
| 30D | -36.1% | -1.6% | -34.5% | -36.1% |
| 3M | -36.9% | -23.2% | -13.7% | -30.8% |
| 6M | -22.2% | -3.9% | -18.3% | -22.4% |
| YTD | +29.9% | -22.6% | +52.5% | +38.7% |
| 1Y | +43.3% | -5.3% | +48.6% | +41.2% |
| 3Y | +142.7% | +18.6% | +124.1% | +87.8% |
| All | +126.7% | -34.8% | +161.5% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling