-37.4%
ALK vs BNS
+179.9%
-217.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.1% |
| 7D | -3.0% | -1.3% | -1.7% | -1.7% |
| 30D | -14.6% | +4.0% | -18.6% | -18.1% |
| 3M | -10.6% | +13.8% | -24.4% | -21.8% |
| 6M | -6.7% | +32.7% | -39.4% | -29.5% |
| YTD | -19.8% | +27.6% | -47.4% | -36.8% |
| 1Y | -35.2% | +47.4% | -82.6% | -55.8% |
| 3Y | +1.4% | +129.0% | -127.6% | -55.7% |
| 5Y | -30.7% | +92.7% | -123.4% | -64.5% |
| 10Y | -37.4% | +182.1% | -219.5% | -77.8% |
| All | -37.4% | +179.9% | -217.3% | -77.8% |
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