-34.8%
ALK vs URA
+27.0%
-61.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.0% | -1.6% |
| 7D | +7.1% | -13.3% | +20.3% | +11.8% |
| 30D | -3.0% | -25.9% | +22.9% | +6.4% |
| 3M | -25.6% | -27.8% | +2.1% | -18.1% |
| 6M | +0.5% | -42.8% | +43.3% | +18.3% |
| YTD | -23.1% | -27.5% | +4.4% | -16.1% |
| 1Y | -7.5% | -35.1% | +27.6% | +3.8% |
| 3Y | +15.3% | +31.1% | -15.7% | -2.3% |
| 5Y | -34.8% | +29.8% | -64.6% | -48.1% |
| All | -34.8% | +27.0% | -61.8% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling