+385.3%
ALK vs UUUU
-92.0%
+477.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -19.2% | +16.3% | -35.5% | -20.3% |
| 3M | -1.5% | -16.7% | +15.2% | -0.5% |
| 6M | -13.1% | -33.7% | +20.6% | -10.9% |
| YTD | -16.4% | -0.5% | -15.9% | -17.5% |
| 1Y | -33.1% | +28.9% | -61.9% | -36.0% |
| 3Y | +0.6% | +99.9% | -99.2% | -9.5% |
| 5Y | -26.4% | +135.3% | -161.7% | -36.2% |
| 10Y | -34.2% | +518.4% | -552.5% | -49.3% |
| All | +385.3% | -92.0% | +477.3% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling