+444.6%
AME vs ALK
-41.7%
+486.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | -5.2% | +9.0% | -14.2% | -7.6% |
| 30D | -8.0% | -1.6% | -6.4% | -8.1% |
| 3M | -8.9% | -23.2% | +14.3% | -3.0% |
| 6M | -5.0% | -3.9% | -1.1% | -5.6% |
| YTD | +11.9% | -22.6% | +34.5% | +16.4% |
| 1Y | +16.6% | -5.3% | +22.0% | +14.6% |
| 3Y | +62.5% | +18.6% | +43.9% | +41.6% |
| 5Y | +67.6% | -34.4% | +102.0% | +68.8% |
| All | +444.6% | -41.7% | +486.3% | +413.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling