-46.6%
ALK vs URA
+272.2%
-318.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -3.4% |
| 7D | +0.9% | +4.5% | -3.6% | -0.7% |
| 30D | +3.3% | -13.4% | +16.7% | +8.6% |
| 3M | -17.6% | -28.4% | +10.8% | -7.6% |
| 6M | +0.8% | -40.5% | +41.3% | +20.2% |
| YTD | -22.4% | -24.3% | +1.9% | -16.0% |
| 1Y | -10.1% | -28.8% | +18.8% | -0.8% |
| 3Y | +14.0% | +37.6% | -23.6% | -8.4% |
| 5Y | -29.8% | +30.7% | -60.5% | -45.2% |
| All | -46.6% | +272.2% | -318.8% | -80.3% |
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