+43.7%
UPS vs ALK
-39.7%
+83.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.7% | +12.9% | -11.2% | -0.9% |
| 30D | +17.4% | +5.5% | +11.9% | +15.8% |
| 3M | +7.7% | -12.1% | +19.8% | +10.2% |
| 6M | +13.8% | +1.7% | +12.1% | +12.0% |
| YTD | +17.3% | -17.4% | +34.7% | +19.5% |
| 1Y | +27.2% | -1.9% | +29.1% | +24.6% |
| 3Y | -5.6% | +21.2% | -26.9% | -15.0% |
| 5Y | -33.5% | -27.8% | -5.7% | -34.4% |
| 10Y | +43.7% | -41.0% | +84.7% | +42.0% |
| All | +43.7% | -39.7% | +83.4% | +42.0% |
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