+78.5%
AME vs ALK
-31.3%
+109.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +5.9% | -1.2% | +7.1% | +6.1% |
| 30D | -1.9% | +7.7% | -9.6% | -4.0% |
| 3M | -5.4% | -19.0% | +13.6% | -1.2% |
| 6M | +4.9% | -0.2% | +5.1% | +3.6% |
| YTD | +18.5% | -23.5% | +42.0% | +22.9% |
| 1Y | +25.5% | -9.1% | +34.6% | +24.9% |
| 3Y | +63.0% | +12.0% | +51.0% | +45.8% |
| All | +78.5% | -31.3% | +109.9% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling