+291.3%
NEM vs ALK
-38.6%
+329.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | +12.7% | -18.5% | +31.2% | +14.8% |
| 3M | +28.7% | -3.6% | +32.2% | +28.8% |
| 6M | +9.8% | -3.7% | +13.5% | +9.6% |
| YTD | +28.1% | -19.0% | +47.1% | +29.5% |
| 1Y | +69.3% | -36.0% | +105.4% | +73.6% |
| 3Y | +247.7% | +2.3% | +245.3% | +240.9% |
| 5Y | +153.4% | -27.8% | +181.1% | +151.0% |
| 10Y | +291.3% | -39.0% | +330.2% | +256.0% |
| All | +291.3% | -38.6% | +329.9% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling