+14.5%
NET vs ALK
-1.1%
+15.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.3% | -3.1% |
| 7D | -16.4% | +12.4% | -28.8% | -17.1% |
| 30D | -25.8% | +2.1% | -27.9% | -25.8% |
| 3M | -11.5% | -23.9% | +12.3% | -9.2% |
| 6M | +18.9% | +8.2% | +10.7% | +17.2% |
| YTD | +35.2% | -20.5% | +55.7% | +35.2% |
| 1Y | +14.5% | -1.0% | +15.5% | +6.2% |
| All | +14.5% | -1.1% | +15.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling