+34.4%
UL vs ALK
+14.9%
+19.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.7% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | +5.7% | +3.3% | +2.4% | +5.3% |
| 3M | +7.0% | -17.6% | +24.5% | +8.0% |
| 6M | +16.1% | +0.8% | +15.2% | +15.6% |
| YTD | +3.6% | -22.4% | +25.9% | +4.2% |
| 1Y | -1.4% | -10.1% | +8.7% | -1.5% |
| All | +34.4% | +14.9% | +19.6% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling