+99.3%
UL vs ALK
-37.5%
+136.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.2% |
| 7D | +0.3% | +8.9% | -8.6% | -0.6% |
| 30D | +7.0% | +5.9% | +1.0% | +6.2% |
| 3M | +5.8% | -16.5% | +22.3% | +7.4% |
| 6M | +16.1% | +2.1% | +14.0% | +15.2% |
| YTD | +4.5% | -17.1% | +21.6% | +5.2% |
| 1Y | -1.3% | -2.9% | +1.6% | -2.2% |
| 3Y | +35.0% | +24.5% | +10.5% | +26.8% |
| 5Y | +31.9% | -29.1% | +61.0% | +30.0% |
| 10Y | +99.3% | -39.1% | +138.4% | +97.0% |
| All | +99.3% | -37.5% | +136.7% | +97.0% |
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