-14.7%
AMRZ vs ALK
-6.6%
-8.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +1.2% | +9.0% | -7.9% | -2.2% |
| 30D | +15.1% | -1.6% | +16.7% | +15.5% |
| 3M | -18.1% | -23.2% | +5.1% | -9.7% |
| 6M | -23.5% | -3.9% | -19.6% | -22.6% |
| YTD | -21.6% | -22.6% | +1.0% | -18.4% |
| 1Y | -14.7% | -5.3% | -9.4% | -17.0% |
| All | -14.7% | -6.6% | -8.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling