-18.3%
ABT vs UNP
+35.7%
-54.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | -5.8% | -2.0% | -3.8% | -5.2% |
| 3M | +16.7% | +7.5% | +9.2% | +14.7% |
| 6M | -5.2% | +15.3% | -20.6% | -8.5% |
| YTD | -16.0% | +25.4% | -41.4% | -20.2% |
| 1Y | -18.3% | +35.6% | -53.9% | -23.5% |
| All | -18.3% | +35.7% | -54.0% | -23.5% |
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 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