-18.0%
AMT vs ALK
-31.3%
+13.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.2% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | +5.8% | +3.3% | +2.5% | +5.3% |
| 3M | +12.6% | -17.6% | +30.1% | +14.2% |
| 6M | +8.3% | +0.8% | +7.5% | +7.3% |
| YTD | +11.4% | -22.4% | +33.8% | +12.5% |
| 1Y | +7.7% | -10.1% | +17.8% | +6.9% |
| 3Y | +14.8% | +14.0% | +0.8% | +1.1% |
| 5Y | -18.0% | -29.8% | +11.9% | -20.5% |
| All | -18.0% | -31.3% | +13.3% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling