+267.9%
BN vs ALK
-35.2%
+303.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | -9.5% | -19.2% | +9.7% | -2.3% |
| 3M | -10.4% | -1.5% | -8.9% | -11.0% |
| 6M | -6.4% | -13.1% | +6.7% | -3.8% |
| YTD | -11.9% | -16.4% | +4.6% | -8.6% |
| 1Y | -8.6% | -33.1% | +24.5% | +2.1% |
| 3Y | +77.6% | +0.6% | +76.9% | +62.0% |
| 5Y | +37.0% | -26.4% | +63.4% | +37.1% |
| All | +267.9% | -35.2% | +303.1% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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