+96.4%
NI vs ALK
-28.9%
+125.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -1.7% | -18.5% | +16.8% | +0.4% |
| 3M | -8.0% | -3.6% | -4.5% | -8.0% |
| 6M | -8.6% | -3.7% | -5.0% | -9.0% |
| YTD | +2.3% | -19.0% | +21.3% | +3.6% |
| 1Y | +6.9% | -36.0% | +43.0% | +11.2% |
| 3Y | +70.6% | +2.3% | +68.2% | +62.2% |
| 5Y | +96.4% | -27.8% | +124.1% | +90.6% |
| All | +96.4% | -28.9% | +125.3% | +90.6% |
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