-13.0%
UNH vs ALK
+4.2%
-17.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.0% |
| 7D | +1.1% | -0.7% | +1.7% | +1.1% |
| 30D | -3.8% | -19.2% | +15.4% | -2.7% |
| 3M | +0.7% | -1.5% | +2.3% | +0.6% |
| 6M | +37.9% | -13.1% | +50.9% | +38.5% |
| YTD | +21.9% | -16.4% | +38.4% | +22.5% |
| 1Y | +31.4% | -33.1% | +64.4% | +33.2% |
| All | -13.0% | +4.2% | -17.2% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling