-37.0%
ALK vs NTRS
+259.9%
-296.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.8% |
| 7D | -2.1% | +1.4% | -3.5% | -3.0% |
| 30D | -13.1% | -0.7% | -12.5% | -12.7% |
| 3M | -11.8% | +11.3% | -23.1% | -18.7% |
| 6M | -0.4% | +35.5% | -35.9% | -20.5% |
| YTD | -18.2% | +40.6% | -58.8% | -36.5% |
| 1Y | -35.5% | +49.2% | -84.8% | -52.0% |
| 3Y | +1.8% | +167.2% | -165.4% | -51.2% |
| 5Y | -26.6% | +94.9% | -121.6% | -57.3% |
| All | -37.0% | +259.9% | -296.9% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling