+43.3%
UPS vs ALK
-45.1%
+88.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -0.8% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | +16.4% | +3.3% | +13.2% | +15.4% |
| 3M | +7.9% | -17.6% | +25.5% | +11.9% |
| 6M | +15.8% | +0.8% | +15.0% | +14.2% |
| YTD | +16.6% | -22.4% | +38.9% | +20.3% |
| 1Y | +22.3% | -10.1% | +32.4% | +22.1% |
| 3Y | -6.2% | +14.0% | -20.2% | -14.4% |
| 5Y | -34.4% | -29.8% | -4.6% | -34.8% |
| All | +43.3% | -45.1% | +88.4% | +42.7% |
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