+6.3%
NI vs ALK
-36.0%
+42.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -1.7% | -18.5% | +16.8% | -0.7% |
| 3M | -8.0% | -3.6% | -4.5% | -7.8% |
| 6M | -8.6% | -3.7% | -5.0% | -8.4% |
| YTD | +2.3% | -19.0% | +21.3% | +3.3% |
| All | +6.3% | -36.0% | +42.2% | +10.0% |
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