+379.9%
NEM vs ALK
-41.4%
+421.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.3% | +2.6% | -2.3% | 0.0% |
| 30D | +1.1% | +7.8% | -6.7% | +0.3% |
| 3M | +1.3% | -15.2% | +16.5% | +2.7% |
| 6M | -1.4% | +5.0% | -6.4% | -2.2% |
| YTD | +19.4% | -18.4% | +37.8% | +20.5% |
| 1Y | +32.9% | -2.4% | +35.3% | +32.4% |
| 3Y | +267.0% | +19.8% | +247.3% | +256.7% |
| 5Y | +131.0% | -27.8% | +158.8% | +128.7% |
| 10Y | +379.9% | -42.0% | +421.9% | +342.8% |
| All | +379.9% | -41.4% | +421.3% | +342.8% |
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