+1,473.8%
AMT vs ALK
+206.4%
+1,267.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | +4.4% | +7.1% | -2.7% | +2.6% |
| 30D | +17.7% | -3.0% | +20.7% | +18.2% |
| 3M | +16.7% | -25.6% | +42.3% | +24.2% |
| 6M | +11.1% | +0.5% | +10.6% | +8.9% |
| YTD | +13.9% | -23.1% | +36.9% | +17.1% |
| 1Y | +12.5% | -7.5% | +20.1% | +10.3% |
| 3Y | +13.2% | +15.3% | -2.2% | -1.8% |
| 5Y | -17.9% | -34.8% | +16.9% | -19.5% |
| 10Y | +122.8% | -41.2% | +164.0% | +95.3% |
| All | +1,473.8% | +206.4% | +1,267.4% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling