+124.5%
AMT vs ALK
-37.5%
+162.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -0.6% |
| 7D | +0.4% | +8.9% | -8.5% | -0.6% |
| 30D | +3.7% | +5.9% | -2.2% | +2.9% |
| 3M | +10.7% | -16.5% | +27.3% | +12.5% |
| 6M | +9.3% | +2.1% | +7.1% | +8.1% |
| YTD | +10.9% | -17.1% | +28.0% | +11.6% |
| 1Y | +10.5% | -2.9% | +13.4% | +9.0% |
| 3Y | +15.5% | +24.5% | -8.9% | +5.9% |
| 5Y | -20.6% | -29.1% | +8.5% | -22.4% |
| 10Y | +124.5% | -39.1% | +163.7% | +101.0% |
| All | +124.5% | -37.5% | +162.0% | +101.0% |
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