+117.1%
AMAT vs ALK
-33.9%
+151.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -12.4% |
| 7D | -24.3% | +7.1% | -31.3% | -26.5% |
| 30D | -39.8% | -3.0% | -36.8% | -39.5% |
| 3M | -40.2% | -25.6% | -14.5% | -33.6% |
| 6M | -22.1% | +0.5% | -22.6% | -23.6% |
| YTD | +24.7% | -23.1% | +47.7% | +33.4% |
| 1Y | +33.3% | -7.5% | +40.8% | +32.6% |
| 3Y | +133.9% | +15.3% | +118.5% | +83.6% |
| 5Y | +117.1% | -34.8% | +151.9% | +110.8% |
| All | +117.1% | -33.9% | +151.0% | +110.8% |
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