-25.8%
NOW vs ALK
-28.6%
+2.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -8.7% | +12.9% | -21.7% | -11.3% |
| 30D | -29.3% | +5.5% | -34.8% | -30.4% |
| 3M | -21.8% | -12.1% | -9.7% | -20.0% |
| 6M | +9.2% | +1.7% | +7.5% | +6.2% |
| YTD | -35.0% | -17.4% | -17.6% | -34.4% |
| 1Y | -42.5% | -1.9% | -40.6% | -45.6% |
| 3Y | -21.5% | +21.2% | -42.8% | -40.1% |
| 5Y | -25.8% | -27.8% | +2.0% | -27.4% |
| All | -25.8% | -28.6% | +2.8% | -27.4% |
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