-99.1%
AMC vs ALK
-28.6%
-70.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.0% |
| 7D | +5.5% | +12.9% | -7.5% | -0.9% |
| 30D | +16.1% | +5.5% | +10.6% | +12.7% |
| 3M | +43.0% | -12.1% | +55.1% | +52.3% |
| 6M | +130.7% | +1.7% | +129.0% | +122.4% |
| YTD | +121.8% | -17.4% | +139.2% | +134.8% |
| 1Y | +40.7% | -1.9% | +42.6% | +34.0% |
| 3Y | -56.8% | +21.2% | -78.1% | -73.0% |
| 5Y | -99.1% | -27.8% | -71.3% | -99.0% |
| All | -99.1% | -28.6% | -70.5% | -99.0% |
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