+106.6%
AMCR vs ALK
+171.3%
-64.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.8% | +12.9% | -16.7% | -5.9% |
| 30D | +8.3% | +5.5% | +2.8% | +7.1% |
| 3M | -2.7% | -12.1% | +9.4% | -0.8% |
| 6M | +16.7% | +1.7% | +15.0% | +15.6% |
| YTD | +13.2% | -17.4% | +30.6% | +15.5% |
| 1Y | +13.7% | -1.9% | +15.7% | +12.5% |
| 3Y | +17.4% | +21.2% | -3.8% | +8.6% |
| 5Y | -5.9% | -27.8% | +21.9% | -6.7% |
| 10Y | +22.4% | -41.0% | +63.4% | +11.3% |
| All | +106.6% | +171.3% | -64.7% | +99.3% |
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