+112.7%
AMT vs ALK
-41.7%
+154.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +0.5% | +9.0% | -8.5% | -0.4% |
| 30D | +13.6% | -1.6% | +15.2% | +13.7% |
| 3M | +11.5% | -23.2% | +34.6% | +14.3% |
| 6M | +6.9% | -3.9% | +10.8% | +6.5% |
| YTD | +10.8% | -22.6% | +33.4% | +12.3% |
| 1Y | +10.3% | -5.3% | +15.6% | +9.1% |
| 3Y | +12.4% | +18.6% | -6.2% | +3.5% |
| 5Y | -20.1% | -34.4% | +14.3% | -21.2% |
| All | +112.7% | -41.7% | +154.4% | +94.2% |
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