+199.0%
AMD vs ALK
-34.8%
+233.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.4% | +10.8% |
| 7D | -11.0% | +9.0% | -20.1% | -14.7% |
| 30D | -30.5% | -1.6% | -28.8% | -30.4% |
| 3M | -8.2% | -23.2% | +15.0% | +2.4% |
| 6M | +6.6% | -3.9% | +10.4% | +6.4% |
| YTD | +109.7% | -22.6% | +132.3% | +126.3% |
| 1Y | +88.9% | -5.3% | +94.2% | +85.0% |
| 3Y | +301.8% | +18.6% | +283.3% | +204.5% |
| All | +199.0% | -34.8% | +233.8% | +211.4% |
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