+133.5%
AMT vs ALK
-41.4%
+174.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -2.4% | +2.6% | -4.9% | -2.7% |
| 30D | +4.2% | +7.8% | -3.6% | +3.2% |
| 3M | +13.4% | -15.2% | +28.6% | +15.1% |
| 6M | +9.4% | +5.0% | +4.3% | +7.9% |
| YTD | +11.7% | -18.4% | +30.1% | +12.5% |
| 1Y | +7.1% | -2.4% | +9.5% | +5.6% |
| 3Y | +15.1% | +19.8% | -4.7% | +5.9% |
| 5Y | -17.9% | -27.8% | +9.9% | -19.9% |
| 10Y | +133.5% | -42.0% | +175.5% | +109.0% |
| All | +133.5% | -41.4% | +174.9% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling