+36.2%
UPS vs ALK
-38.6%
+74.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -2.3% | -18.5% | +16.1% | +1.9% |
| 3M | -5.2% | -3.6% | -1.7% | -5.1% |
| 6M | +1.4% | -3.7% | +5.1% | +0.9% |
| YTD | +6.1% | -19.0% | +25.1% | +9.0% |
| 1Y | +27.0% | -36.0% | +63.0% | +36.3% |
| 3Y | -25.9% | +2.3% | -28.3% | -30.6% |
| 5Y | -34.6% | -27.8% | -6.8% | -35.4% |
| 10Y | +36.2% | -39.0% | +75.1% | +32.0% |
| All | +36.2% | -38.6% | +74.7% | +32.0% |
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 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