+196.6%
AMD vs ALK
-33.9%
+230.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.0% | -15.8% |
| 7D | -28.6% | +7.1% | -35.7% | -31.0% |
| 30D | -37.7% | -3.0% | -34.7% | -37.3% |
| 3M | -16.1% | -25.6% | +9.5% | -5.1% |
| 6M | +13.8% | +0.5% | +13.3% | +11.7% |
| YTD | +88.8% | -23.1% | +111.9% | +104.3% |
| 1Y | +57.8% | -7.5% | +65.3% | +56.3% |
| 3Y | +260.3% | +15.3% | +245.0% | +178.0% |
| 5Y | +196.6% | -34.8% | +231.4% | +210.5% |
| All | +196.6% | -33.9% | +230.5% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling