-97.7%
AMC vs ALK
+20.6%
-118.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.2% | -9.3% | -10.9% |
| 7D | 0.0% | +7.1% | -7.1% | -3.1% |
| 30D | +4.4% | -3.0% | +7.4% | +5.8% |
| 3M | +15.4% | -25.6% | +41.0% | +32.3% |
| 6M | +93.7% | +0.5% | +93.2% | +89.4% |
| YTD | +97.4% | -23.1% | +120.5% | +116.1% |
| 1Y | +23.2% | -7.5% | +30.7% | +22.4% |
| 3Y | -71.3% | +15.3% | -86.6% | -77.2% |
| 5Y | -99.3% | -34.8% | -64.5% | -99.2% |
| 10Y | -98.7% | -41.2% | -57.6% | -98.8% |
| All | -97.7% | +20.6% | -118.3% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling