+702.6%
UMAC vs ALK
+9.0%
+693.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.0% |
| 7D | +3.3% | -3.0% | +6.2% | +4.4% |
| 30D | -10.4% | -14.6% | +4.2% | -5.0% |
| 3M | +1.8% | -10.6% | +12.3% | +6.0% |
| 6M | +40.7% | -6.7% | +47.4% | +41.9% |
| YTD | +90.9% | -19.8% | +110.7% | +102.5% |
| 1Y | +151.8% | -35.2% | +187.0% | +186.4% |
| All | +702.6% | +9.0% | +693.6% | +807.7% |
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