+22.0%
AME vs ALK
-3.2%
+25.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | -4.1% | +7.8% | -11.9% | -5.7% |
| 3M | -6.3% | -15.2% | +8.9% | -2.7% |
| 6M | +3.5% | +5.0% | -1.5% | +1.4% |
| YTD | +17.3% | -18.4% | +35.7% | +18.8% |
| 1Y | +22.0% | -2.4% | +24.4% | +18.2% |
| All | +22.0% | -3.2% | +25.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling