+38.2%
BN vs ALK
-28.7%
+66.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -2.4% | +2.6% | -5.0% | -3.4% |
| 30D | +13.5% | +7.8% | +5.7% | +10.0% |
| 3M | -5.9% | -15.2% | +9.3% | -0.1% |
| 6M | -8.9% | +5.0% | -14.0% | -12.7% |
| YTD | -7.9% | -18.4% | +10.6% | -3.7% |
| 1Y | -8.3% | -2.4% | -5.9% | -11.5% |
| 3Y | +100.8% | +19.8% | +81.0% | +60.4% |
| 5Y | +38.2% | -27.8% | +66.0% | +37.3% |
| All | +38.2% | -28.7% | +66.9% | +37.3% |
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