+92.6%
UAL vs ALK
-41.7%
+134.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.5% |
| 7D | +8.2% | +9.0% | -0.9% | -0.4% |
| 30D | +2.3% | -1.6% | +4.0% | +3.4% |
| 3M | -12.7% | -23.2% | +10.5% | +10.8% |
| 6M | +12.7% | -3.9% | +16.6% | +14.6% |
| YTD | +0.8% | -22.6% | +23.4% | +22.6% |
| 1Y | +17.8% | -5.3% | +23.1% | +17.0% |
| 3Y | +206.7% | +18.6% | +188.1% | +125.3% |
| 5Y | +113.9% | -34.4% | +148.3% | +190.6% |
| All | +92.6% | -41.7% | +134.3% | +165.7% |
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