+227.5%
UNH vs ALK
-39.7%
+267.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +0.2% | +12.9% | -12.8% | -1.7% |
| 30D | +6.8% | +5.5% | +1.3% | +5.7% |
| 3M | -0.3% | -12.1% | +11.8% | +1.3% |
| 6M | +7.9% | +1.7% | +6.2% | +6.4% |
| YTD | +25.1% | -17.4% | +42.6% | +26.2% |
| 1Y | +29.3% | -1.9% | +31.3% | +26.3% |
| 3Y | -20.3% | +21.2% | -41.5% | -28.2% |
| 5Y | -3.6% | -27.8% | +24.2% | -5.9% |
| 10Y | +227.5% | -41.0% | +268.5% | +178.4% |
| All | +227.5% | -39.7% | +267.2% | +178.4% |
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 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