+49.8%
NTR vs ALK
-28.1%
+77.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.1% |
| 7D | +0.5% | -3.0% | +3.5% | +0.8% |
| 30D | +21.7% | -14.6% | +36.3% | +23.4% |
| 3M | +22.8% | -10.6% | +33.3% | +23.3% |
| 6M | +8.2% | -6.7% | +14.9% | +7.5% |
| YTD | +32.9% | -19.8% | +52.7% | +34.6% |
| 1Y | +45.3% | -35.2% | +80.5% | +51.6% |
| 3Y | +41.7% | +1.4% | +40.3% | +28.3% |
| 5Y | +49.8% | -30.7% | +80.5% | +43.6% |
| All | +49.8% | -28.1% | +77.9% | +43.6% |
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