+104.8%
UNP vs ALC
+21.6%
+83.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -0.7% | -3.7% | +2.9% | +0.5% |
| 30D | -1.1% | -3.7% | +2.6% | 0.0% |
| 3M | +7.9% | +4.6% | +3.3% | +5.9% |
| 6M | +14.6% | -14.6% | +29.2% | +20.1% |
| YTD | +26.6% | -11.9% | +38.5% | +30.9% |
| 1Y | +35.6% | -13.1% | +48.7% | +40.6% |
| 3Y | +45.5% | -15.0% | +60.5% | +48.3% |
| 5Y | +50.0% | -16.2% | +66.2% | +50.4% |
| All | +104.8% | +21.6% | +83.2% | +59.6% |
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