-4.5%
UPS vs ALK
+13.2%
-17.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | +3.8% | -1.2% | +5.0% | +4.0% |
| 30D | +17.4% | +7.7% | +9.7% | +15.4% |
| 3M | +8.2% | -19.0% | +27.2% | +12.4% |
| 6M | +17.9% | -0.2% | +18.2% | +16.4% |
| YTD | +18.7% | -23.5% | +42.2% | +22.4% |
| 1Y | +24.8% | -9.1% | +33.9% | +24.0% |
| 3Y | -4.5% | +12.0% | -16.6% | -13.1% |
| All | -4.5% | +13.2% | -17.7% | -13.1% |
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