+197.1%
ABT vs UNP
+285.4%
-88.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -5.9% | -1.8% | -4.1% | -5.3% |
| 30D | -8.1% | -2.7% | -5.4% | -7.2% |
| 3M | +14.5% | +6.5% | +8.0% | +11.9% |
| 6M | -6.3% | +14.4% | -20.7% | -11.1% |
| YTD | -17.1% | +24.8% | -41.9% | -24.0% |
| 1Y | -21.4% | +34.4% | -55.8% | -29.9% |
| 3Y | +5.9% | +43.6% | -37.7% | -8.9% |
| 5Y | -12.8% | +53.2% | -66.0% | -27.9% |
| All | +197.1% | +285.4% | -88.3% | +83.5% |
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