+227.0%
UPS vs ALK
+371.9%
-144.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -3.5% | -19.2% | +15.7% | +0.7% |
| 3M | -5.7% | -1.5% | -4.2% | -6.0% |
| 6M | -4.4% | -13.1% | +8.7% | -2.8% |
| YTD | +8.0% | -16.4% | +24.4% | +10.2% |
| 1Y | +29.0% | -33.1% | +62.1% | +37.0% |
| 3Y | -27.7% | +0.6% | -28.3% | -31.6% |
| 5Y | -34.3% | -26.4% | -8.0% | -34.9% |
| 10Y | +37.8% | -34.2% | +71.9% | +28.8% |
| All | +227.0% | +371.9% | -144.9% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling