+7,500.8%
BNY vs ALK
+760.3%
+6,740.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | +3.9% | -1.2% | +5.0% | +4.1% |
| 30D | +11.9% | +7.7% | +4.2% | +8.8% |
| 3M | -5.0% | -19.0% | +14.0% | +0.7% |
| 6M | +14.6% | -0.2% | +14.8% | +12.0% |
| YTD | +34.5% | -23.5% | +58.0% | +40.5% |
| 1Y | +40.6% | -9.1% | +49.7% | +38.5% |
| 3Y | +261.7% | +12.0% | +249.7% | +212.6% |
| 5Y | +192.3% | -30.9% | +223.1% | +189.5% |
| 10Y | +324.0% | -45.6% | +369.6% | +306.7% |
| All | +7,500.8% | +760.3% | +6,740.5% | +1,867.0% |
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