+145.1%
NI vs ALK
-39.2%
+184.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.3% | -3.0% | +4.2% | +1.7% |
| 30D | -0.3% | -14.6% | +14.3% | +2.0% |
| 3M | -9.5% | -10.6% | +1.1% | -8.4% |
| 6M | -10.2% | -6.7% | -3.5% | -10.4% |
| YTD | +1.8% | -19.8% | +21.5% | +3.5% |
| 1Y | +5.7% | -35.2% | +40.9% | +10.9% |
| 3Y | +69.6% | +1.4% | +68.2% | +59.5% |
| 5Y | +95.8% | -30.7% | +126.4% | +92.9% |
| 10Y | +145.1% | -37.4% | +182.5% | +112.8% |
| All | +145.1% | -39.2% | +184.3% | +112.8% |
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