+337.5%
AMD vs ALK
-25.3%
+362.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.1% | +4.0% |
| 7D | +2.6% | -0.7% | +3.2% | +2.9% |
| 30D | -0.9% | -19.2% | +18.3% | +8.5% |
| 3M | -8.7% | -1.5% | -7.2% | -8.9% |
| 6M | +136.3% | -13.1% | +149.4% | +145.4% |
| YTD | +123.0% | -16.4% | +139.4% | +133.9% |
| 1Y | +195.2% | -33.1% | +228.2% | +238.2% |
| 3Y | +336.3% | +0.6% | +335.7% | +279.9% |
| All | +337.5% | -25.3% | +362.8% | +323.4% |
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