-32.7%
NVTS vs ALK
-31.7%
-1.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +9.1% |
| 7D | +1.5% | +9.0% | -7.5% | -4.4% |
| 30D | -23.8% | -1.6% | -22.2% | -23.2% |
| 3M | -30.6% | -23.2% | -7.4% | -18.1% |
| 6M | -48.4% | -3.9% | -44.5% | -48.8% |
| YTD | +20.6% | -22.6% | +43.2% | +35.5% |
| 1Y | -2.5% | -5.3% | +2.8% | -5.9% |
| 3Y | +44.0% | +18.6% | +25.4% | -0.7% |
| 5Y | -42.6% | -34.4% | -8.2% | -34.0% |
| All | -32.7% | -31.7% | -1.0% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling