+17,734.5%
AME vs ALK
+765.2%
+16,969.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.2% |
| 7D | -11.4% | +7.1% | -18.5% | -13.0% |
| 30D | -12.1% | -3.0% | -9.1% | -11.9% |
| 3M | -12.3% | -25.6% | +13.3% | -7.0% |
| 6M | -4.6% | +0.5% | -5.1% | -6.0% |
| YTD | +9.1% | -23.1% | +32.2% | +13.0% |
| 1Y | +13.3% | -7.5% | +20.8% | +12.4% |
| 3Y | +58.2% | +15.3% | +42.9% | +44.1% |
| 5Y | +63.4% | -34.8% | +98.2% | +65.5% |
| 10Y | +436.7% | -41.2% | +477.9% | +415.3% |
| All | +17,734.5% | +765.2% | +16,969.3% | +7,747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling