+238.2%
NEM vs ALK
+16.0%
+222.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +13.4% | +9.0% | +4.4% | +11.6% |
| 30D | +6.5% | -1.6% | +8.1% | +6.7% |
| 3M | +14.9% | -23.2% | +38.1% | +19.9% |
| 6M | +5.5% | -3.9% | +9.4% | +5.2% |
| YTD | +21.9% | -22.6% | +44.5% | +24.7% |
| 1Y | +47.9% | -5.3% | +53.2% | +47.6% |
| 3Y | +238.2% | +18.6% | +219.6% | +205.6% |
| All | +238.2% | +16.0% | +222.2% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling