+100.0%
BN vs ALK
+20.7%
+79.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -2.4% | +2.6% | -5.0% | -3.3% |
| 30D | +13.5% | +7.8% | +5.7% | +10.4% |
| 3M | -5.9% | -15.2% | +9.3% | -1.0% |
| 6M | -8.9% | +5.0% | -14.0% | -12.1% |
| YTD | -7.9% | -18.4% | +10.6% | -4.2% |
| 1Y | -8.3% | -2.4% | -5.9% | -10.9% |
| All | +100.0% | +20.7% | +79.3% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling