+272.3%
UMAC vs ALK
+3.9%
+268.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.1% |
| 7D | -5.2% | -1.2% | -4.0% | -4.5% |
| 30D | -36.4% | +7.7% | -44.1% | -38.5% |
| 3M | -58.6% | -19.0% | -39.6% | -55.2% |
| 6M | -24.6% | -0.2% | -24.4% | -24.4% |
| YTD | -11.5% | -23.5% | +12.0% | -4.5% |
| 1Y | +16.9% | -9.1% | +26.0% | +17.3% |
| All | +272.3% | +3.9% | +268.4% | +328.1% |
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 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