-42.0%
ALK vs BNS
+188.9%
-230.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -2.0% |
| 7D | +2.6% | -3.2% | +5.8% | +6.0% |
| 30D | +7.8% | +5.1% | +2.7% | +2.6% |
| 3M | -15.2% | +6.0% | -21.2% | -20.2% |
| 6M | +5.0% | +23.4% | -18.3% | -15.3% |
| YTD | -18.4% | +30.4% | -48.9% | -37.2% |
| 1Y | -2.4% | +44.0% | -46.4% | -31.8% |
| 3Y | +19.8% | +150.3% | -130.6% | -52.1% |
| 5Y | -27.8% | +83.0% | -110.8% | -61.0% |
| 10Y | -42.0% | +190.9% | -232.9% | -79.0% |
| All | -42.0% | +188.9% | -230.9% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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