-18.5%
AMRZ vs ALK
-16.3%
-2.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +1.2% | +9.0% | -7.9% | -1.9% |
| 30D | +15.1% | -1.6% | +16.7% | +15.4% |
| 3M | -18.1% | -23.2% | +5.1% | -10.6% |
| 6M | -23.5% | -3.9% | -19.6% | -22.6% |
| YTD | -21.6% | -22.6% | +1.0% | -18.0% |
| 1Y | -14.7% | -5.3% | -9.4% | -14.9% |
| All | -18.5% | -16.3% | -2.1% | -14.1% |
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