+68.1%
UNP vs ABCL
-79.6%
+147.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | +8.0% | -0.7% | +8.7% | +7.9% |
| 3M | +3.3% | +33.4% | -30.1% | +2.1% |
| 6M | +14.7% | +137.8% | -123.1% | +10.6% |
| YTD | +31.9% | +264.3% | -232.4% | +24.6% |
| 1Y | +37.1% | +209.2% | -172.1% | +30.3% |
| 3Y | +51.9% | +208.4% | -156.6% | +41.1% |
| 5Y | +39.3% | -11.9% | +51.2% | +31.3% |
| All | +68.1% | -79.6% | +147.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling