-1.0%
ALK vs NTRS
+43.5%
-44.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.6% | +6.1% |
| 7D | +12.4% | +3.6% | +8.9% | +9.3% |
| 30D | +2.1% | +4.3% | -2.2% | -1.4% |
| 3M | -23.9% | -1.9% | -21.9% | -22.9% |
| 6M | +8.2% | +11.4% | -3.2% | -1.9% |
| YTD | -20.5% | +32.3% | -52.8% | -42.2% |
| 1Y | -1.0% | +42.5% | -43.6% | -36.5% |
| All | -1.0% | +43.5% | -44.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling