+141.8%
UMC vs ALK
-28.9%
+170.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.1% | +5.9% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | +16.6% | -18.5% | +35.0% | +22.9% |
| 3M | +11.0% | -3.6% | +14.6% | +11.7% |
| 6M | +131.3% | -3.7% | +135.0% | +131.4% |
| YTD | +182.5% | -19.0% | +201.5% | +191.5% |
| 1Y | +222.3% | -36.0% | +258.3% | +252.2% |
| 3Y | +253.0% | +2.3% | +250.7% | +207.2% |
| 5Y | +141.8% | -27.8% | +169.6% | +130.8% |
| All | +141.8% | -28.9% | +170.7% | +130.8% |
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