+94.8%
BN vs ALK
+13.2%
+81.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | +14.0% | +7.7% | +6.3% | +11.0% |
| 3M | -9.0% | -19.0% | +10.0% | -2.7% |
| 6M | -8.8% | -0.2% | -8.6% | -10.5% |
| YTD | -10.3% | -23.5% | +13.2% | -4.7% |
| 1Y | -5.8% | -9.1% | +3.3% | -6.2% |
| 3Y | +94.8% | +12.0% | +82.8% | +76.0% |
| All | +94.8% | +13.2% | +81.6% | +76.0% |
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