+103.9%
UL vs ALK
-41.4%
+145.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.7% | +2.6% | -4.3% | -2.0% |
| 30D | +4.5% | +7.8% | -3.3% | +3.6% |
| 3M | +5.5% | -15.2% | +20.7% | +6.9% |
| 6M | +17.0% | +5.0% | +12.0% | +15.7% |
| YTD | +3.2% | -18.4% | +21.6% | +4.0% |
| 1Y | -1.9% | -2.4% | +0.5% | -2.9% |
| 3Y | +33.6% | +19.8% | +13.8% | +26.0% |
| 5Y | +31.5% | -27.8% | +59.3% | +29.4% |
| 10Y | +103.9% | -42.0% | +145.9% | +96.2% |
| All | +103.9% | -41.4% | +145.3% | +96.2% |
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 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