-27.8%
ALK vs BNS
+94.5%
-122.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.1% |
| 7D | +0.1% | +1.8% | -1.7% | -1.5% |
| 30D | -18.5% | +4.5% | -22.9% | -21.8% |
| 3M | -3.6% | +15.8% | -19.3% | -16.0% |
| 6M | -3.7% | +31.5% | -35.2% | -24.8% |
| YTD | -19.0% | +28.6% | -47.6% | -35.3% |
| 1Y | -36.0% | +48.2% | -84.2% | -54.7% |
| 3Y | +2.3% | +130.8% | -128.5% | -50.5% |
| 5Y | -27.8% | +94.9% | -122.6% | -59.6% |
| All | -27.8% | +94.5% | -122.2% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling