+15,251.3%
BN vs ALK
+839.9%
+14,411.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -9.5% | -19.2% | +9.7% | -4.9% |
| 3M | -10.4% | -1.5% | -8.9% | -10.7% |
| 6M | -6.4% | -13.1% | +6.7% | -4.5% |
| YTD | -11.9% | -16.4% | +4.6% | -9.5% |
| 1Y | -8.6% | -33.1% | +24.5% | -1.6% |
| 3Y | +77.6% | +0.6% | +76.9% | +70.0% |
| 5Y | +37.0% | -26.4% | +63.4% | +39.6% |
| 10Y | +266.4% | -34.2% | +300.5% | +257.7% |
| All | +15,251.3% | +839.9% | +14,411.5% | +7,264.6% |
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