+29.1%
ABNB vs UNP
+67.5%
-38.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | -1.7% | +4.2% | -5.9% | -3.3% |
| 30D | +11.8% | +5.6% | +6.2% | +9.3% |
| 3M | +0.9% | +2.0% | -1.1% | -0.1% |
| 6M | +40.5% | +15.4% | +25.1% | +31.0% |
| YTD | +37.6% | +32.7% | +4.9% | +19.5% |
| 1Y | +54.1% | +39.4% | +14.7% | +30.6% |
| 3Y | +56.8% | +54.3% | +2.5% | +26.2% |
| 5Y | -9.6% | +39.6% | -49.2% | -26.8% |
| All | +29.1% | +67.5% | -38.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling