+191.9%
NI vs ALK
-45.1%
+237.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.3% |
| 7D | +3.1% | +0.9% | +2.2% | +2.9% |
| 30D | +11.2% | +3.3% | +7.9% | +10.4% |
| 3M | +9.8% | -17.6% | +27.4% | +12.6% |
| 6M | -1.6% | +0.8% | -2.4% | -2.8% |
| YTD | +12.6% | -22.4% | +35.0% | +14.9% |
| 1Y | +7.8% | -10.1% | +17.9% | +7.1% |
| 3Y | +100.5% | +14.0% | +86.5% | +84.0% |
| 5Y | +114.4% | -29.8% | +144.2% | +110.4% |
| All | +191.9% | -45.1% | +237.0% | +162.5% |
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 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