+245.3%
UNH vs ALK
-39.2%
+284.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -1.7% | -3.0% | +1.3% | -1.2% |
| 30D | -3.8% | -14.6% | +10.8% | -1.6% |
| 3M | -4.3% | -10.6% | +6.3% | -3.2% |
| 6M | +38.6% | -6.7% | +45.3% | +38.3% |
| YTD | +20.7% | -19.8% | +40.4% | +22.6% |
| 1Y | +16.0% | -35.2% | +51.2% | +21.8% |
| 3Y | -13.5% | +1.4% | -14.9% | -19.3% |
| 5Y | +3.5% | -30.7% | +34.2% | +1.8% |
| 10Y | +245.3% | -37.4% | +282.7% | +194.9% |
| All | +245.3% | -39.2% | +284.6% | +194.9% |
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