+337.4%
AMD vs ALK
+19.1%
+318.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.7% | -2.0% |
| 7D | -15.5% | +12.4% | -27.9% | -19.3% |
| 30D | -22.6% | +2.1% | -24.7% | -23.6% |
| 3M | -5.7% | -23.9% | +18.1% | +3.3% |
| 6M | +43.1% | +8.2% | +34.9% | +37.7% |
| YTD | +128.2% | -20.5% | +148.7% | +140.0% |
| 1Y | +95.5% | -1.0% | +96.5% | +90.6% |
| All | +337.4% | +19.1% | +318.3% | +303.1% |
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