-98.7%
AMC vs ALK
-41.7%
-57.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +2.6% | +9.0% | -6.4% | -1.7% |
| 30D | +9.0% | -1.6% | +10.7% | +9.7% |
| 3M | +22.2% | -23.2% | +45.4% | +38.9% |
| 6M | +91.5% | -3.9% | +95.3% | +91.0% |
| YTD | +101.3% | -22.6% | +123.9% | +120.4% |
| 1Y | +20.8% | -5.3% | +26.1% | +18.1% |
| 3Y | -71.3% | +18.6% | -89.9% | -78.3% |
| 5Y | -99.2% | -34.4% | -64.9% | -99.2% |
| All | -98.7% | -41.7% | -57.0% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling