+20.7%
AMDL vs ALK
+1.4%
+19.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -3.2% | -31.6% | -32.4% |
| 7D | -52.7% | +7.1% | -59.8% | -55.3% |
| 30D | -65.3% | -3.0% | -62.3% | -64.8% |
| 3M | -40.8% | -25.6% | -15.2% | -26.4% |
| 6M | -12.9% | +0.5% | -13.4% | -12.9% |
| YTD | +98.0% | -23.1% | +121.1% | +134.1% |
| 1Y | +30.1% | -7.5% | +37.7% | +34.6% |
| All | +20.7% | +1.4% | +19.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling