-99.4%
AMC vs ALK
-25.3%
-74.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | -0.7% | -19.2% | +18.5% | +11.2% |
| 3M | +35.2% | -1.5% | +36.7% | +33.5% |
| 6M | +124.6% | -13.1% | +137.6% | +135.0% |
| YTD | +69.9% | -16.4% | +86.3% | +79.3% |
| 1Y | -2.6% | -33.1% | +30.5% | +15.0% |
| 3Y | -79.8% | +0.6% | -80.4% | -84.6% |
| All | -99.4% | -25.3% | -74.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling