-26.0%
NOW vs ALK
-33.9%
+7.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.2% |
| 7D | -6.7% | +7.1% | -13.7% | -8.2% |
| 30D | -25.8% | -3.0% | -22.8% | -25.6% |
| 3M | -12.7% | -25.6% | +13.0% | -7.0% |
| 6M | +11.2% | +0.5% | +10.8% | +8.1% |
| YTD | -33.2% | -23.1% | -10.1% | -31.5% |
| 1Y | -41.8% | -7.5% | -34.3% | -44.3% |
| 3Y | -15.7% | +15.3% | -31.0% | -35.3% |
| 5Y | -26.0% | -34.8% | +8.8% | -25.3% |
| All | -26.0% | -33.9% | +7.9% | -25.3% |
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