+234.1%
ABT vs UNP
+286.3%
-52.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | +4.2% | -5.5% | -2.8% |
| 30D | +6.0% | +5.6% | +0.4% | +4.0% |
| 3M | -1.9% | +2.0% | -3.9% | -2.7% |
| 6M | +31.2% | +15.4% | +15.8% | +24.2% |
| YTD | -11.2% | +32.7% | -44.0% | -20.5% |
| 1Y | -14.0% | +39.4% | -53.4% | -24.4% |
| 3Y | +20.7% | +54.3% | -33.6% | +0.9% |
| 5Y | -6.7% | +39.6% | -46.3% | -20.2% |
| All | +234.1% | +286.3% | -52.2% | +106.6% |
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