+258.9%
BNY vs ALK
-30.8%
+289.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.3% | -3.0% | +3.2% | +1.0% |
| 30D | +1.9% | -14.6% | +16.5% | +5.8% |
| 3M | +13.9% | -10.6% | +24.5% | +16.0% |
| 6M | +42.3% | -6.7% | +49.0% | +41.7% |
| YTD | +41.8% | -19.8% | +61.6% | +46.4% |
| 1Y | +57.9% | -35.2% | +93.2% | +72.2% |
| 3Y | +290.7% | +1.4% | +289.3% | +248.7% |
| All | +258.9% | -30.8% | +289.7% | +253.2% |
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