+285.2%
BN vs ALK
-37.5%
+322.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.1% | -3.2% | +1.2% |
| 7D | +3.6% | +8.9% | -5.3% | +0.4% |
| 30D | +15.9% | +5.9% | +9.9% | +13.2% |
| 3M | -2.3% | -16.5% | +14.2% | +3.8% |
| 6M | -8.4% | +2.1% | -10.5% | -10.9% |
| YTD | -5.9% | -17.1% | +11.2% | -2.4% |
| 1Y | -5.6% | -2.9% | -2.7% | -8.1% |
| 3Y | +104.2% | +24.5% | +79.7% | +71.2% |
| 5Y | +35.5% | -29.1% | +64.6% | +37.5% |
| 10Y | +285.2% | -39.1% | +324.3% | +240.5% |
| All | +285.2% | -37.5% | +322.7% | +240.5% |
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