+38.3%
BN vs ALK
-25.3%
+63.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | -9.5% | -19.2% | +9.7% | -1.9% |
| 3M | -10.4% | -1.5% | -8.9% | -11.1% |
| 6M | -6.4% | -13.1% | +6.7% | -3.6% |
| YTD | -11.9% | -16.4% | +4.6% | -8.4% |
| 1Y | -8.6% | -33.1% | +24.5% | +3.2% |
| 3Y | +77.6% | +0.6% | +76.9% | +57.1% |
| All | +38.3% | -25.3% | +63.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling