+441.6%
AME vs ALK
-41.4%
+483.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | -4.1% | +7.8% | -11.9% | -6.4% |
| 3M | -6.3% | -15.2% | +8.9% | -2.8% |
| 6M | +3.5% | +5.0% | -1.5% | +0.5% |
| YTD | +17.3% | -18.4% | +35.7% | +20.4% |
| 1Y | +22.0% | -2.4% | +24.4% | +19.0% |
| 3Y | +62.0% | +19.8% | +42.3% | +41.0% |
| 5Y | +78.5% | -27.8% | +106.3% | +75.1% |
| 10Y | +441.6% | -42.0% | +483.6% | +400.6% |
| All | +441.6% | -41.4% | +483.0% | +400.6% |
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 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