-14.0%
ABT vs UNP
+38.9%
-52.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | +4.2% | -5.5% | -2.6% |
| 30D | +6.0% | +5.6% | +0.4% | +4.4% |
| 3M | -1.9% | +2.0% | -3.9% | -2.5% |
| 6M | +31.2% | +15.4% | +15.8% | +26.1% |
| YTD | -11.2% | +32.7% | -44.0% | -16.7% |
| 1Y | -14.0% | +39.4% | -53.4% | -23.0% |
| All | -14.0% | +38.9% | -52.8% | -23.0% |
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