+236.5%
UMC vs ALK
+4.2%
+232.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.0% | +4.3% |
| 7D | +5.0% | -0.7% | +5.6% | +5.1% |
| 30D | +7.7% | -19.2% | +26.9% | +12.2% |
| 3M | +1.7% | -1.5% | +3.2% | +1.9% |
| 6M | +113.9% | -13.1% | +127.0% | +116.8% |
| YTD | +168.9% | -16.4% | +185.3% | +172.4% |
| 1Y | +207.2% | -33.1% | +240.3% | +220.9% |
| All | +236.5% | +4.2% | +232.3% | +202.4% |
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 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