+100.2%
AMCR vs ALK
+174.6%
-74.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -4.1% | -19.2% | +15.1% | -0.4% |
| 3M | +21.7% | -1.5% | +23.2% | +21.7% |
| 6M | +1.5% | -13.1% | +14.5% | +3.3% |
| YTD | +13.1% | -16.4% | +29.5% | +15.4% |
| 1Y | +13.0% | -33.1% | +46.1% | +19.1% |
| 3Y | +6.9% | +0.6% | +6.3% | +2.2% |
| 5Y | -10.5% | -26.4% | +15.9% | -11.4% |
| 10Y | +20.9% | -34.2% | +55.0% | +10.4% |
| All | +100.2% | +174.6% | -74.4% | +93.2% |
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