+9.4%
AMT vs ALK
-4.9%
+14.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -0.2% |
| 7D | +0.4% | +8.9% | -8.5% | -0.1% |
| 30D | +3.7% | +5.9% | -2.2% | +3.3% |
| 3M | +10.7% | -16.5% | +27.3% | +11.0% |
| 6M | +9.3% | +2.1% | +7.1% | +8.4% |
| YTD | +10.9% | -17.1% | +28.0% | +8.9% |
| All | +9.4% | -4.9% | +14.3% | +5.1% |
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