-34.5%
UPS vs ALK
-34.8%
+0.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | 0.0% | +9.0% | -9.0% | -2.2% |
| 30D | +17.3% | -1.6% | +19.0% | +17.5% |
| 3M | +6.6% | -23.2% | +29.8% | +13.3% |
| 6M | +12.0% | -3.9% | +15.9% | +11.3% |
| YTD | +14.4% | -22.6% | +37.0% | +18.7% |
| 1Y | +23.3% | -5.3% | +28.6% | +21.0% |
| 3Y | -9.6% | +18.6% | -28.2% | -24.1% |
| All | -34.5% | -34.8% | +0.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling