+1,449.6%
NET vs ALK
-35.9%
+1,485.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -7.0% | -0.7% | -6.3% | -6.9% |
| 30D | -4.8% | -19.2% | +14.4% | -0.3% |
| 3M | +3.8% | -1.5% | +5.3% | +3.3% |
| 6M | +50.0% | -13.1% | +63.1% | +51.6% |
| YTD | +41.5% | -16.4% | +57.9% | +43.6% |
| 1Y | +32.8% | -33.1% | +65.9% | +41.5% |
| 3Y | +335.9% | +0.6% | +335.3% | +310.0% |
| 5Y | +113.8% | -26.4% | +140.2% | +107.4% |
| All | +1,449.6% | -35.9% | +1,485.4% | +1,704.4% |
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