+773.5%
ALK vs NTRS
+7,620.4%
-6,846.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | +0.1% | +1.7% | -1.6% | -0.8% |
| 30D | -18.5% | +0.1% | -18.6% | -18.5% |
| 3M | -3.6% | +9.8% | -13.4% | -8.3% |
| 6M | -3.7% | +34.7% | -38.3% | -18.3% |
| YTD | -19.0% | +37.4% | -56.4% | -32.0% |
| 1Y | -36.0% | +48.2% | -84.2% | -48.4% |
| 3Y | +2.3% | +163.5% | -161.2% | -39.8% |
| 5Y | -27.8% | +88.2% | -116.0% | -50.1% |
| 10Y | -39.0% | +246.8% | -285.8% | -69.0% |
| All | +773.5% | +7,620.4% | -6,846.8% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling