+1,225.9%
UMC vs ALK
-39.7%
+1,265.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -8.3% | +12.9% | -21.2% | -10.7% |
| 30D | -34.5% | +5.5% | -40.0% | -35.4% |
| 3M | -20.0% | -12.1% | -7.9% | -17.9% |
| 6M | -0.7% | +1.7% | -2.5% | -1.5% |
| YTD | +94.7% | -17.4% | +112.1% | +99.0% |
| 1Y | +106.0% | -1.9% | +107.9% | +102.6% |
| 3Y | +124.3% | +21.2% | +103.0% | +100.5% |
| 5Y | +78.0% | -27.8% | +105.8% | +75.3% |
| 10Y | +1,225.9% | -41.0% | +1,267.0% | +1,105.4% |
| All | +1,225.9% | -39.7% | +1,265.6% | +1,105.4% |
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