+35.9%
UNP vs ABCL
+152.2%
-116.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.4% | -2.5% |
| 7D | -4.6% | -3.2% | -1.4% | -4.5% |
| 30D | +5.6% | -7.4% | +13.0% | +5.6% |
| 3M | -1.3% | +81.9% | -83.2% | -0.5% |
| 6M | +9.2% | +135.7% | -126.5% | +10.9% |
| YTD | +27.3% | +247.4% | -220.0% | +28.8% |
| 1Y | +35.9% | +162.3% | -126.3% | +39.1% |
| All | +35.9% | +152.2% | -116.3% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling