-28.5%
ALK vs NTRS
+88.8%
-117.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.5% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | -17.1% | +0.2% | -17.3% | -17.2% |
| 3M | -3.8% | +13.2% | -17.0% | -11.6% |
| 6M | -5.3% | +36.9% | -42.2% | -23.6% |
| YTD | -20.3% | +39.1% | -59.4% | -36.4% |
| 1Y | -36.0% | +50.4% | -86.4% | -51.4% |
| 3Y | +0.8% | +166.8% | -166.0% | -47.7% |
| 5Y | -28.5% | +92.9% | -121.4% | -54.8% |
| All | -28.5% | +88.8% | -117.2% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling