+10.6%
NVTS vs ALK
-7.4%
+18.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.2% | -2.5% |
| 7D | +21.6% | +0.9% | +20.7% | +21.3% |
| 30D | -8.5% | +3.3% | -11.8% | -9.7% |
| 3M | -31.4% | -17.6% | -13.8% | -24.2% |
| 6M | -50.3% | +0.8% | -51.2% | -51.6% |
| YTD | +33.9% | -22.4% | +56.3% | +52.2% |
| 1Y | +10.6% | -10.1% | +20.7% | +12.5% |
| All | +10.6% | -7.4% | +18.0% | +12.5% |
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