-61.4%
NVD vs ALK
-33.1%
-28.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -0.9% |
| 7D | -11.1% | -0.7% | -10.4% | -11.2% |
| 30D | -13.3% | -19.2% | +6.0% | -18.6% |
| 3M | -19.8% | -1.5% | -18.3% | -19.1% |
| 6M | -48.8% | -13.1% | -35.7% | -47.2% |
| YTD | -49.7% | -16.4% | -33.2% | -48.7% |
| 1Y | -61.4% | -33.1% | -28.3% | -56.8% |
| All | -61.4% | -33.1% | -28.3% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling