+8,200.6%
USB vs ALK
+794.3%
+7,406.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.9% | -0.7% |
| 7D | +2.4% | +12.4% | -10.0% | -1.3% |
| 30D | +6.6% | +2.1% | +4.5% | +5.5% |
| 3M | -4.1% | -23.9% | +19.8% | +3.4% |
| 6M | +12.5% | +8.2% | +4.2% | +7.6% |
| YTD | +17.6% | -20.5% | +38.1% | +21.9% |
| 1Y | +36.5% | -1.0% | +37.5% | +32.0% |
| 3Y | +95.4% | +19.2% | +76.2% | +71.1% |
| 5Y | +26.1% | -28.2% | +54.4% | +26.9% |
| 10Y | +101.3% | -39.2% | +140.4% | +96.7% |
| All | +8,200.6% | +794.3% | +7,406.4% | +2,893.5% |
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