+757.4%
UMAC vs ALK
+10.0%
+747.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.1% | +12.4% | +10.6% |
| 7D | +14.7% | +0.1% | +14.6% | +14.5% |
| 30D | -0.5% | -18.5% | +18.0% | +7.3% |
| 3M | +0.5% | -3.6% | +4.1% | +1.3% |
| 6M | +57.9% | -3.7% | +61.6% | +57.2% |
| YTD | +103.9% | -19.0% | +122.9% | +115.5% |
| 1Y | +159.3% | -36.0% | +195.3% | +196.4% |
| All | +757.4% | +10.0% | +747.4% | +865.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling