+6,642.4%
ABT vs UNP
+9,690.0%
-3,047.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.7% | -5.3% | +1.7% | -2.3% |
| 30D | +2.5% | -1.5% | +4.0% | +2.9% |
| 3M | +20.2% | +10.3% | +9.9% | +17.1% |
| 6M | -2.9% | +9.7% | -12.6% | -5.5% |
| YTD | -11.9% | +27.1% | -39.0% | -17.7% |
| 1Y | -16.5% | +32.6% | -49.1% | -22.9% |
| 3Y | +12.1% | +40.0% | -27.9% | +1.4% |
| 5Y | -7.4% | +50.8% | -58.2% | -18.6% |
| 10Y | +210.7% | +278.6% | -67.9% | +113.0% |
| All | +6,642.4% | +9,690.0% | -3,047.6% | +1,724.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling