+54.3%
AME vs ALK
+2.1%
+52.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -6.7% | -19.2% | +12.5% | -2.6% |
| 3M | +4.1% | -1.5% | +5.6% | +3.9% |
| 6M | +1.6% | -13.1% | +14.6% | +3.0% |
| YTD | +16.1% | -16.4% | +32.6% | +18.2% |
| 1Y | +27.3% | -33.1% | +60.4% | +34.9% |
| All | +54.3% | +2.1% | +52.2% | +37.8% |
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 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