+13.8%
AMD vs ALK
+3.8%
+10.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.0% | -15.8% |
| 7D | -28.6% | +7.1% | -35.7% | -30.7% |
| 30D | -37.7% | -3.0% | -34.7% | -36.2% |
| 3M | -16.1% | -25.6% | +9.5% | -1.3% |
| 6M | +13.8% | +0.5% | +13.3% | +9.6% |
| All | +13.8% | +3.8% | +10.0% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling