+15,832.7%
BN vs ALK
+765.2%
+15,067.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.3% |
| 7D | +5.7% | +7.1% | -1.3% | +4.0% |
| 30D | +12.0% | -3.0% | +15.0% | +12.7% |
| 3M | -6.1% | -25.6% | +19.6% | +0.6% |
| 6M | -8.6% | +0.5% | -9.1% | -9.6% |
| YTD | -8.5% | -23.1% | +14.5% | -4.3% |
| 1Y | -8.4% | -7.5% | -0.9% | -8.5% |
| 3Y | +92.3% | +15.3% | +76.9% | +78.4% |
| 5Y | +31.3% | -34.8% | +66.1% | +37.7% |
| 10Y | +280.5% | -41.2% | +321.6% | +280.9% |
| All | +15,832.7% | +765.2% | +15,067.5% | +7,687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling