-42.7%
ALK vs URA
+278.3%
-320.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -1.0% |
| 7D | +9.0% | -4.1% | +13.2% | +10.6% |
| 30D | -1.6% | -19.0% | +17.4% | +5.9% |
| 3M | -23.2% | -25.1% | +2.0% | -15.3% |
| 6M | -3.9% | -44.5% | +40.6% | +17.3% |
| YTD | -22.6% | -24.3% | +1.7% | -16.2% |
| 1Y | -5.3% | -28.1% | +22.8% | +4.0% |
| 3Y | +18.6% | +40.7% | -22.1% | -5.7% |
| 5Y | -34.4% | +35.5% | -69.8% | -49.7% |
| All | -42.7% | +278.3% | -320.9% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling