-99.8%
AMIX vs ALK
+14.2%
-114.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.7% |
| 7D | -13.7% | -0.7% | -13.1% | -13.4% |
| 30D | -62.1% | -19.2% | -42.8% | -57.8% |
| 3M | -46.2% | -1.5% | -44.6% | -41.8% |
| 6M | -46.4% | -13.1% | -33.4% | -41.9% |
| YTD | -60.3% | -16.4% | -43.8% | -56.7% |
| 1Y | -79.7% | -33.1% | -46.6% | -76.4% |
| All | -99.8% | +14.2% | -114.0% | -99.8% |
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