+7,547.6%
NEE vs ALK
+770.6%
+6,777.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +3.9% | +9.0% | -5.2% | +2.9% |
| 30D | +12.8% | -1.6% | +14.5% | +12.9% |
| 3M | +3.6% | -23.2% | +26.7% | +6.2% |
| 6M | -7.5% | -3.9% | -3.6% | -7.7% |
| YTD | +10.7% | -22.6% | +33.3% | +12.2% |
| 1Y | +9.1% | -5.3% | +14.4% | +8.1% |
| 3Y | +61.0% | +18.6% | +42.4% | +52.6% |
| 5Y | +16.3% | -34.4% | +50.7% | +16.0% |
| 10Y | +264.6% | -40.8% | +305.4% | +249.6% |
| All | +7,547.6% | +770.6% | +6,777.0% | +4,916.0% |
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