+444.6%
NEM vs ALK
+770.6%
-326.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +13.4% | +9.0% | +4.4% | +13.2% |
| 30D | +6.5% | -1.6% | +8.1% | +6.5% |
| 3M | +14.9% | -23.2% | +38.1% | +15.5% |
| 6M | +5.5% | -3.9% | +9.4% | +5.5% |
| YTD | +21.9% | -22.6% | +44.5% | +22.2% |
| 1Y | +47.9% | -5.3% | +53.2% | +47.9% |
| 3Y | +238.2% | +18.6% | +219.6% | +237.4% |
| 5Y | +146.2% | -34.4% | +180.6% | +146.0% |
| 10Y | +309.3% | -40.8% | +350.1% | +306.5% |
| All | +444.6% | +770.6% | -326.0% | +529.5% |
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