-17.0%
AMRZ vs ALK
-16.9%
-0.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.1% | -2.2% |
| 7D | +2.5% | +7.1% | -4.6% | +0.1% |
| 30D | +14.4% | -3.0% | +17.4% | +15.3% |
| 3M | -19.2% | -25.6% | +6.5% | -10.8% |
| 6M | -19.7% | +0.5% | -20.2% | -19.9% |
| YTD | -20.2% | -23.1% | +2.9% | -16.2% |
| 1Y | -15.1% | -7.5% | -7.5% | -14.7% |
| All | -17.0% | -16.9% | -0.1% | -12.3% |
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 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