+9.6%
AMCR vs ALK
+1.7%
+7.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | -1.8% | +0.1% | -2.0% | -1.9% |
| 30D | -6.0% | -18.5% | +12.4% | -1.8% |
| 3M | +18.9% | -3.6% | +22.5% | +19.5% |
| 6M | +5.7% | -3.7% | +9.3% | +5.5% |
| YTD | +11.1% | -19.0% | +30.1% | +13.5% |
| 1Y | +12.7% | -36.0% | +48.8% | +19.1% |
| 3Y | +9.6% | +2.3% | +7.2% | +7.0% |
| All | +9.6% | +1.7% | +7.9% | +7.0% |
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 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