+254.7%
UPS vs ALK
+368.1%
-113.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +1.0% |
| 7D | +1.1% | +8.9% | -7.8% | -0.7% |
| 30D | +17.3% | +5.9% | +11.4% | +15.7% |
| 3M | +7.9% | -16.5% | +24.4% | +11.4% |
| 6M | +13.7% | +2.1% | +11.6% | +11.9% |
| YTD | +17.2% | -17.1% | +34.3% | +19.3% |
| 1Y | +23.2% | -2.9% | +26.1% | +21.2% |
| 3Y | -5.9% | +24.5% | -30.3% | -15.0% |
| 5Y | -33.1% | -29.1% | -3.9% | -33.1% |
| 10Y | +44.3% | -39.1% | +83.5% | +36.7% |
| All | +254.7% | +368.1% | -113.4% | +58.2% |
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