+1,857.3%
UMC vs ALK
-39.2%
+1,896.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +13.6% | -3.0% | +16.6% | +14.3% |
| 30D | +20.8% | -14.6% | +35.4% | +24.8% |
| 3M | +16.1% | -10.6% | +26.7% | +18.7% |
| 6M | +137.3% | -6.7% | +144.0% | +139.1% |
| YTD | +193.8% | -19.8% | +213.5% | +202.6% |
| 1Y | +236.1% | -35.2% | +271.3% | +260.1% |
| 3Y | +267.1% | +1.4% | +265.7% | +241.9% |
| 5Y | +145.3% | -30.7% | +175.9% | +143.5% |
| 10Y | +1,857.3% | -37.4% | +1,894.7% | +1,749.6% |
| All | +1,857.3% | -39.2% | +1,896.6% | +1,749.6% |
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