-80.6%
AMC vs ALK
+2.1%
-82.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | -0.7% | -19.2% | +18.5% | +6.6% |
| 3M | +35.2% | -1.5% | +36.7% | +34.4% |
| 6M | +124.6% | -13.1% | +137.6% | +129.5% |
| YTD | +69.9% | -16.4% | +86.3% | +74.8% |
| 1Y | -2.6% | -33.1% | +30.5% | +5.9% |
| All | -80.6% | +2.1% | -82.7% | -85.3% |
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 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