+251.3%
UAL vs ALK
+492.1%
-240.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.0% |
| 7D | +0.7% | -0.7% | +1.4% | +1.4% |
| 30D | -16.1% | -19.2% | +3.1% | +3.4% |
| 3M | +6.1% | -1.5% | +7.7% | +6.1% |
| 6M | +10.8% | -13.1% | +23.9% | +22.9% |
| YTD | -0.4% | -16.4% | +16.0% | +13.6% |
| 1Y | +5.0% | -33.1% | +38.1% | +46.4% |
| 3Y | +124.0% | +0.6% | +123.4% | +93.2% |
| 5Y | +141.0% | -26.4% | +167.4% | +191.8% |
| 10Y | +118.0% | -34.2% | +152.2% | +183.9% |
| All | +251.3% | +492.1% | -240.8% | -61.2% |
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