+248.5%
UAL vs ALK
+445.1%
-196.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.3% | -1.3% |
| 7D | +5.0% | +7.1% | -2.0% | -2.1% |
| 30D | -1.2% | -3.0% | +1.7% | +1.1% |
| 3M | -16.8% | -25.6% | +8.9% | +10.5% |
| 6M | +18.0% | +0.5% | +17.5% | +14.5% |
| YTD | -1.2% | -23.1% | +21.9% | +21.4% |
| 1Y | +14.3% | -7.5% | +21.9% | +15.5% |
| 3Y | +194.6% | +15.3% | +179.2% | +118.2% |
| 5Y | +109.6% | -34.8% | +144.4% | +184.8% |
| 10Y | +93.1% | -41.2% | +134.2% | +179.9% |
| All | +248.5% | +445.1% | -196.6% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling