+45.5%
UNP vs ALC
+2.3%
+43.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -4.6% | +4.9% | -9.4% | -5.6% |
| 30D | +5.6% | +19.0% | -13.3% | +1.6% |
| 3M | -1.3% | +7.8% | -9.1% | -3.2% |
| 6M | +9.2% | +14.6% | -5.3% | +5.5% |
| YTD | +27.3% | -4.4% | +31.8% | +27.7% |
| 1Y | +35.9% | +1.4% | +34.5% | +34.2% |
| 3Y | +45.5% | +2.5% | +43.0% | +41.7% |
| All | +45.5% | +2.3% | +43.2% | +41.7% |
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