-98.7%
AMC vs ALK
-37.5%
-61.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.2% | +4.7% |
| 7D | +6.6% | +8.9% | -2.3% | +2.3% |
| 30D | +14.1% | +5.9% | +8.1% | +10.7% |
| 3M | +31.3% | -16.5% | +47.8% | +43.2% |
| 6M | +126.7% | +2.1% | +124.6% | +119.6% |
| YTD | +117.9% | -17.1% | +135.0% | +130.7% |
| 1Y | +41.1% | -2.9% | +43.9% | +36.7% |
| 3Y | -61.0% | +24.5% | -85.4% | -71.1% |
| 5Y | -99.1% | -29.1% | -70.0% | -99.1% |
| 10Y | -98.7% | -39.1% | -59.6% | -98.7% |
| All | -98.7% | -37.5% | -61.2% | -98.7% |
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