+77.5%
AME vs ALK
-31.3%
+108.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.6% |
| 7D | +8.1% | +0.9% | +7.2% | +7.8% |
| 30D | -3.8% | +3.3% | -7.0% | -4.9% |
| 3M | -6.6% | -17.6% | +10.9% | -2.9% |
| 6M | +4.6% | +0.8% | +3.7% | +3.0% |
| YTD | +17.9% | -22.4% | +40.3% | +21.9% |
| 1Y | +23.2% | -10.1% | +33.3% | +22.9% |
| 3Y | +62.9% | +14.0% | +48.9% | +45.1% |
| 5Y | +77.5% | -29.8% | +107.4% | +77.5% |
| All | +77.5% | -31.3% | +108.8% | +77.5% |
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