-41.0%
ALK vs BNS
+183.7%
-224.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.4% |
| 7D | +12.9% | -1.1% | +14.0% | +14.4% |
| 30D | +5.5% | +4.7% | +0.8% | +0.8% |
| 3M | -12.1% | +5.5% | -17.6% | -16.9% |
| 6M | +1.7% | +21.7% | -20.0% | -16.8% |
| YTD | -17.4% | +29.5% | -46.9% | -35.9% |
| 1Y | -1.9% | +41.9% | -43.8% | -30.4% |
| 3Y | +21.2% | +148.5% | -127.2% | -51.1% |
| 5Y | -27.8% | +80.3% | -108.1% | -60.3% |
| 10Y | -41.0% | +184.7% | -225.7% | -78.4% |
| All | -41.0% | +183.7% | -224.8% | -78.4% |
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