+66.7%
UL vs ALK
-38.6%
+105.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +0.9% | -18.5% | +19.4% | +2.8% |
| 3M | +14.2% | -3.6% | +17.8% | +14.3% |
| 6M | -3.2% | -3.7% | +0.5% | -3.5% |
| YTD | -0.3% | -19.0% | +18.7% | +0.7% |
| 1Y | -8.8% | -36.0% | +27.3% | -5.9% |
| 3Y | +23.9% | +2.3% | +21.5% | +19.0% |
| 5Y | +21.4% | -27.8% | +49.1% | +19.4% |
| 10Y | +66.7% | -39.0% | +105.6% | +54.5% |
| All | +66.7% | -38.6% | +105.2% | +54.5% |
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 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