+2,731.1%
UL vs ALK
+770.6%
+1,960.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +1.1% | +9.0% | -7.9% | +0.1% |
| 30D | +8.2% | -1.6% | +9.9% | +8.3% |
| 3M | +4.5% | -23.2% | +27.7% | +7.4% |
| 6M | +12.6% | -3.9% | +16.4% | +12.3% |
| YTD | +3.5% | -22.6% | +26.1% | +5.2% |
| 1Y | -0.4% | -5.3% | +4.9% | -1.2% |
| 3Y | +36.0% | +18.6% | +17.4% | +28.2% |
| 5Y | +30.9% | -34.4% | +65.3% | +30.5% |
| 10Y | +97.5% | -40.8% | +138.3% | +88.3% |
| All | +2,731.1% | +770.6% | +1,960.5% | +1,526.8% |
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