+96.5%
UAL vs ALK
-41.4%
+137.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.7% |
| 7D | +2.3% | +2.6% | -0.3% | -0.1% |
| 30D | +13.3% | +7.8% | +5.5% | +5.1% |
| 3M | -6.3% | -15.2% | +8.9% | +8.5% |
| 6M | +22.5% | +5.0% | +17.5% | +14.7% |
| YTD | +5.9% | -18.4% | +24.3% | +22.6% |
| 1Y | +24.7% | -2.4% | +27.1% | +20.5% |
| 3Y | +211.6% | +19.8% | +191.8% | +127.4% |
| 5Y | +130.6% | -27.8% | +158.3% | +185.9% |
| 10Y | +96.5% | -42.0% | +138.4% | +157.8% |
| All | +96.5% | -41.4% | +137.9% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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