+193.4%
NI vs ALK
-45.9%
+239.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +4.3% | -1.2% | +5.5% | +4.4% |
| 30D | +12.4% | +7.7% | +4.7% | +10.9% |
| 3M | +10.2% | -19.0% | +29.2% | +13.3% |
| 6M | -0.8% | -0.2% | -0.6% | -1.8% |
| YTD | +13.2% | -23.5% | +36.7% | +15.7% |
| 1Y | +10.1% | -9.1% | +19.2% | +9.1% |
| 3Y | +103.1% | +12.0% | +91.1% | +86.8% |
| 5Y | +115.5% | -30.9% | +146.4% | +112.0% |
| All | +193.4% | -45.9% | +239.3% | +164.4% |
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 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