-79.4%
AMIX vs ALK
+5.1%
-84.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.8% | -18.0% |
| 7D | -25.1% | +12.4% | -37.5% | -42.2% |
| 30D | -54.5% | +2.1% | -56.6% | -58.3% |
| 3M | -91.7% | -23.9% | -67.9% | -85.3% |
| 6M | -79.4% | +8.2% | -87.7% | -73.7% |
| All | -79.4% | +5.1% | -84.6% | -73.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling