-5.9%
ABT vs UNP
+44.1%
-50.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.1% |
| 7D | +12.5% | +3.6% | +8.9% | +11.4% |
| 30D | +16.1% | +11.4% | +4.7% | +12.6% |
| 3M | +10.2% | +4.6% | +5.6% | +8.8% |
| 6M | +33.7% | +18.3% | +15.4% | +27.7% |
| YTD | -5.5% | +35.4% | -40.9% | -11.8% |
| 1Y | -5.9% | +42.6% | -48.5% | -14.9% |
| All | -5.9% | +44.1% | -50.0% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling