+30.3%
BN vs ALK
-34.8%
+65.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +5.3% | +9.0% | -3.7% | +1.8% |
| 30D | +11.9% | -1.6% | +13.5% | +12.4% |
| 3M | -5.7% | -23.2% | +17.4% | +4.0% |
| 6M | -10.6% | -3.9% | -6.7% | -11.2% |
| YTD | -9.4% | -22.6% | +13.2% | -3.2% |
| 1Y | -8.8% | -5.3% | -3.5% | -11.0% |
| 3Y | +95.6% | +18.6% | +77.1% | +55.9% |
| All | +30.3% | -34.8% | +65.1% | +34.9% |
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