+11,749.2%
AMD vs ALK
+794.3%
+10,954.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.7% | -2.0% |
| 7D | -15.5% | +12.4% | -27.9% | -19.2% |
| 30D | -22.6% | +2.1% | -24.7% | -23.7% |
| 3M | -5.7% | -23.9% | +18.1% | +2.5% |
| 6M | +43.1% | +8.2% | +34.9% | +37.5% |
| YTD | +128.2% | -20.5% | +148.7% | +140.3% |
| 1Y | +95.5% | -1.0% | +96.5% | +90.5% |
| 3Y | +335.4% | +19.2% | +316.2% | +279.4% |
| 5Y | +255.5% | -28.2% | +283.7% | +266.7% |
| 10Y | +7,350.9% | -39.2% | +7,390.1% | +7,036.2% |
| All | +11,749.2% | +794.3% | +10,954.9% | +3,101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling