+62.6%
UMC vs ALK
-34.8%
+97.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -17.0% | +9.0% | -26.0% | -19.0% |
| 30D | -40.6% | -1.6% | -38.9% | -40.4% |
| 3M | -27.9% | -23.2% | -4.7% | -22.8% |
| 6M | -7.5% | -3.9% | -3.6% | -6.9% |
| YTD | +79.3% | -22.6% | +101.9% | +87.1% |
| 1Y | +92.8% | -5.3% | +98.1% | +89.6% |
| 3Y | +108.2% | +18.6% | +89.6% | +67.1% |
| All | +62.6% | -34.8% | +97.3% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling