-99.9%
AMIX vs ALK
+5.2%
-105.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.3% | -4.1% |
| 7D | -25.5% | +7.1% | -32.5% | -28.3% |
| 30D | -56.2% | -3.0% | -53.2% | -55.9% |
| 3M | -87.4% | -25.6% | -61.8% | -85.6% |
| 6M | -80.9% | +0.5% | -81.4% | -79.1% |
| YTD | -86.8% | -23.1% | -63.8% | -85.2% |
| 1Y | -91.3% | -7.5% | -83.8% | -90.4% |
| All | -99.9% | +5.2% | -105.1% | -99.9% |
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