+2,751.2%
UL vs ALK
+828.7%
+1,922.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.6% | +12.9% | -10.4% | +1.1% |
| 30D | +6.8% | +5.5% | +1.2% | +6.0% |
| 3M | +5.7% | -12.1% | +17.8% | +7.0% |
| 6M | +15.9% | +1.7% | +14.2% | +14.9% |
| YTD | +4.3% | -17.4% | +21.7% | +5.2% |
| 1Y | -0.4% | -1.9% | +1.5% | -1.6% |
| 3Y | +35.0% | +21.2% | +13.7% | +26.9% |
| 5Y | +31.6% | -27.8% | +59.4% | +29.8% |
| 10Y | +104.6% | -41.0% | +145.7% | +95.2% |
| All | +2,751.2% | +828.7% | +1,922.5% | +1,526.1% |
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