+46.9%
UNP vs ALC
-13.4%
+60.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -5.3% | -2.1% | -3.3% | -4.9% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +10.3% | +5.9% | +4.4% | +8.6% |
| 6M | +9.7% | -15.9% | +25.6% | +13.7% |
| YTD | +27.1% | -10.1% | +37.2% | +29.4% |
| 1Y | +32.6% | -10.2% | +42.8% | +34.8% |
| All | +46.9% | -13.4% | +60.3% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling