+23.2%
AMC vs ALK
-4.4%
+27.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.2% | -9.3% | -11.1% |
| 7D | 0.0% | +7.1% | -7.1% | -2.8% |
| 30D | +4.4% | -3.0% | +7.4% | +5.7% |
| 3M | +15.4% | -25.6% | +41.0% | +30.6% |
| 6M | +93.7% | +0.5% | +93.2% | +86.3% |
| YTD | +97.4% | -23.1% | +120.5% | +100.6% |
| 1Y | +23.2% | -7.5% | +30.7% | +16.3% |
| All | +23.2% | -4.4% | +27.6% | +16.3% |
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