-35.5%
ALK vs NTRS
+51.4%
-87.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.8% |
| 7D | -2.1% | +1.4% | -3.5% | -3.2% |
| 30D | -13.1% | -0.7% | -12.5% | -12.6% |
| 3M | -11.8% | +11.3% | -23.1% | -19.6% |
| 6M | -0.4% | +35.5% | -35.9% | -24.3% |
| YTD | -18.2% | +40.6% | -58.8% | -40.3% |
| 1Y | -35.5% | +49.2% | -84.8% | -55.8% |
| All | -35.5% | +51.4% | -87.0% | -55.8% |
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