+61.9%
UNP vs ABCL
-81.3%
+143.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +10.3% | +79.4% | -69.2% | +7.7% |
| 6M | +9.7% | +214.9% | -205.2% | +4.6% |
| YTD | +27.1% | +234.2% | -207.1% | +20.6% |
| 1Y | +32.6% | +174.8% | -142.2% | +26.3% |
| 3Y | +40.0% | +104.5% | -64.5% | +31.8% |
| 5Y | +50.8% | -39.0% | +89.8% | +42.1% |
| All | +61.9% | -81.3% | +143.2% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling