+7.7%
AMT vs ALK
-7.4%
+15.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | 0.0% |
| 7D | -2.2% | +0.9% | -3.1% | -2.2% |
| 30D | +5.8% | +3.3% | +2.5% | +5.5% |
| 3M | +12.6% | -17.6% | +30.1% | +13.0% |
| 6M | +8.3% | +0.8% | +7.5% | +7.3% |
| YTD | +11.4% | -22.4% | +33.8% | +9.7% |
| 1Y | +7.7% | -10.1% | +17.8% | +3.1% |
| All | +7.7% | -7.4% | +15.1% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling