+106.7%
NI vs ALK
-34.8%
+141.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -0.9% | +9.0% | -10.0% | -1.9% |
| 30D | +9.6% | -1.6% | +11.3% | +9.7% |
| 3M | +2.5% | -23.2% | +25.6% | +5.1% |
| 6M | -5.8% | -3.9% | -1.9% | -6.0% |
| YTD | +8.6% | -22.6% | +31.1% | +10.3% |
| 1Y | +6.0% | -5.3% | +11.3% | +4.9% |
| 3Y | +91.0% | +18.6% | +72.5% | +76.6% |
| All | +106.7% | -34.8% | +141.5% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling