-56.7%
AMC vs ALK
+20.7%
-77.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | -2.8% | +2.6% | -5.4% | -3.5% |
| 30D | +14.0% | +7.8% | +6.2% | +11.1% |
| 3M | +42.5% | -15.2% | +57.7% | +50.3% |
| 6M | +142.6% | +5.0% | +137.5% | +134.9% |
| YTD | +119.2% | -18.4% | +137.7% | +126.9% |
| 1Y | +40.7% | -2.4% | +43.1% | +37.9% |
| All | -56.7% | +20.7% | -77.4% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling