+129.1%
UMC vs ALK
+599.8%
-470.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -17.0% | +9.0% | -26.0% | -19.3% |
| 30D | -40.6% | -1.6% | -38.9% | -40.5% |
| 3M | -27.9% | -23.2% | -4.7% | -22.2% |
| 6M | -7.5% | -3.9% | -3.6% | -7.3% |
| YTD | +79.3% | -22.6% | +101.9% | +88.3% |
| 1Y | +92.8% | -5.3% | +98.1% | +89.5% |
| 3Y | +108.2% | +18.6% | +89.6% | +78.1% |
| 5Y | +68.4% | -34.4% | +102.8% | +70.8% |
| 10Y | +1,107.7% | -40.8% | +1,148.5% | +986.4% |
| All | +129.1% | +599.8% | -470.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling