-27.8%
ALK vs UUUU
-37.4%
+9.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | +0.8% |
| 7D | +12.9% | -6.9% | +19.8% | +14.1% |
| 30D | +5.5% | -32.3% | +37.9% | +11.6% |
| 3M | -12.1% | -52.8% | +40.7% | -2.3% |
| 6M | +1.7% | -68.5% | +70.2% | +18.8% |
| YTD | -17.4% | -53.6% | +36.2% | -10.2% |
| 1Y | -1.9% | -59.1% | +57.2% | +8.0% |
| 3Y | +21.2% | -14.7% | +35.9% | +9.6% |
| 5Y | -27.8% | -35.4% | +7.6% | -38.0% |
| All | -27.8% | -37.4% | +9.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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