-71.9%
AMC vs ALK
+15.2%
-87.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.2% | -9.3% | -11.4% |
| 7D | 0.0% | +7.1% | -7.1% | -2.2% |
| 30D | +4.4% | -3.0% | +7.4% | +5.4% |
| 3M | +15.4% | -25.6% | +41.0% | +27.2% |
| 6M | +93.7% | +0.5% | +93.2% | +90.6% |
| YTD | +97.4% | -23.1% | +120.5% | +108.4% |
| 1Y | +23.2% | -7.5% | +30.7% | +22.8% |
| All | -71.9% | +15.2% | -87.1% | -73.6% |
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