+52.2%
UNP vs ABCL
-41.3%
+93.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -5.3% | +0.7% | -6.1% | -5.4% |
| 30D | -1.5% | +93.1% | -94.6% | -4.6% |
| 3M | +10.3% | +79.4% | -69.2% | +6.9% |
| 6M | +9.7% | +214.9% | -205.2% | +2.9% |
| YTD | +27.1% | +234.2% | -207.1% | +18.4% |
| 1Y | +32.6% | +174.8% | -142.2% | +24.2% |
| 3Y | +40.0% | +104.5% | -64.5% | +29.5% |
| All | +52.2% | -41.3% | +93.5% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling