+110.9%
UNP vs ALC
+32.2%
+78.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -3.3% | +2.1% | -5.3% | -4.0% |
| 30D | +6.7% | +17.2% | -10.5% | +0.9% |
| 3M | +1.8% | +4.6% | -2.8% | -0.1% |
| 6M | +13.3% | +20.1% | -6.8% | +5.7% |
| YTD | +30.3% | -4.2% | +34.5% | +30.8% |
| 1Y | +36.9% | +2.1% | +34.8% | +34.0% |
| 3Y | +50.9% | +4.5% | +46.5% | +42.0% |
| 5Y | +37.9% | -12.3% | +50.3% | +36.8% |
| All | +110.9% | +32.2% | +78.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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