+19.3%
ABT vs UNP
+53.9%
-34.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -5.6% | +2.1% | -7.7% | -6.2% |
| 30D | +5.2% | +7.7% | -2.6% | +2.8% |
| 3M | -2.7% | +4.0% | -6.7% | -3.9% |
| 6M | +28.8% | +15.7% | +13.2% | +23.1% |
| YTD | -12.3% | +33.5% | -45.8% | -19.9% |
| 1Y | -14.7% | +38.9% | -53.6% | -23.2% |
| All | +19.3% | +53.9% | -34.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling