+234.6%
ALK vs URA
-31.1%
+265.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.3% |
| 7D | -0.7% | +1.1% | -1.7% | -1.0% |
| 30D | -19.2% | +7.4% | -26.6% | -21.3% |
| 3M | -1.5% | -8.4% | +6.9% | +0.7% |
| 6M | -13.1% | -12.7% | -0.3% | -9.8% |
| YTD | -16.4% | +7.8% | -24.2% | -19.6% |
| 1Y | -33.1% | +19.5% | -52.5% | -39.0% |
| 3Y | +0.6% | +116.4% | -115.8% | -28.3% |
| 5Y | -26.4% | +134.3% | -160.7% | -51.9% |
| 10Y | -34.2% | +359.3% | -393.4% | -68.4% |
| All | +234.6% | -31.1% | +265.7% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling