-7.8%
ABT vs UNP
+41.3%
-49.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -5.6% | +2.1% | -7.7% | -6.3% |
| 30D | +5.2% | +7.7% | -2.6% | +2.5% |
| 3M | -2.7% | +4.0% | -6.7% | -4.1% |
| 6M | +28.8% | +15.7% | +13.2% | +22.3% |
| YTD | -12.3% | +33.5% | -45.8% | -21.0% |
| 1Y | -14.7% | +38.9% | -53.6% | -24.3% |
| 3Y | +21.6% | +53.7% | -32.1% | +2.6% |
| 5Y | -7.8% | +40.4% | -48.2% | -21.1% |
| All | -7.8% | +41.3% | -49.0% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling