+2,653.9%
UL vs ALK
+839.9%
+1,814.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -1.3% | -0.7% | -0.7% | -1.3% |
| 30D | +0.5% | -19.2% | +19.7% | +2.8% |
| 3M | +17.6% | -1.5% | +19.1% | +17.4% |
| 6M | -5.4% | -13.1% | +7.7% | -4.7% |
| YTD | +0.7% | -16.4% | +17.1% | +1.6% |
| 1Y | -9.3% | -33.1% | +23.8% | -6.4% |
| 3Y | +24.5% | +0.6% | +23.9% | +19.8% |
| 5Y | +23.2% | -26.4% | +49.6% | +21.3% |
| 10Y | +64.5% | -34.2% | +98.6% | +55.1% |
| All | +2,653.9% | +839.9% | +1,814.0% | +1,471.5% |
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 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