+137,009.7%
UNH vs ALK
+832.3%
+136,177.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -0.4% |
| 7D | -0.7% | +8.9% | -9.6% | -2.3% |
| 30D | +4.8% | +5.9% | -1.1% | +3.4% |
| 3M | -1.7% | -16.5% | +14.8% | +1.0% |
| 6M | +5.9% | +2.1% | +3.8% | +4.0% |
| YTD | +22.8% | -17.1% | +39.9% | +23.7% |
| 1Y | +25.9% | -2.9% | +28.8% | +22.9% |
| 3Y | -21.4% | +24.5% | -45.9% | -29.8% |
| 5Y | -6.3% | -29.1% | +22.8% | -8.9% |
| 10Y | +231.0% | -39.1% | +270.1% | +205.8% |
| All | +137,009.7% | +832.3% | +136,177.4% | +53,738.3% |
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 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