+6.4%
NI vs ALK
-5.3%
+11.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.5% | +12.9% | -11.4% | +0.7% |
| 30D | +11.9% | +5.5% | +6.3% | +11.3% |
| 3M | +9.1% | -12.1% | +21.2% | +9.5% |
| 6M | -1.8% | +1.7% | -3.5% | -1.9% |
| YTD | +11.4% | -17.4% | +28.8% | +11.7% |
| 1Y | +6.4% | -1.9% | +8.3% | +5.1% |
| All | +6.4% | -5.3% | +11.6% | +5.1% |
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