-97.4%
AMC vs ALK
+24.6%
-122.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.8% | -1.4% | +3.1% |
| 7D | +17.7% | +12.4% | +5.3% | +11.2% |
| 30D | +26.2% | +2.1% | +24.1% | +24.6% |
| 3M | +31.3% | -23.9% | +55.2% | +48.6% |
| 6M | +142.8% | +8.2% | +134.5% | +128.9% |
| YTD | +125.6% | -20.5% | +146.1% | +142.6% |
| 1Y | +40.2% | -1.0% | +41.3% | +34.5% |
| 3Y | -67.2% | +19.2% | -86.4% | -74.4% |
| 5Y | -99.1% | -28.2% | -70.9% | -99.1% |
| 10Y | -98.5% | -39.2% | -59.4% | -98.6% |
| All | -97.4% | +24.6% | -122.0% | -97.9% |
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