+106.0%
UNP vs ALC
+31.8%
+74.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.9% |
| 7D | -4.6% | +4.9% | -9.4% | -6.2% |
| 30D | +5.6% | +19.0% | -13.3% | -0.6% |
| 3M | -1.3% | +7.8% | -9.1% | -4.1% |
| 6M | +9.2% | +14.6% | -5.3% | +3.6% |
| YTD | +27.3% | -4.4% | +31.8% | +27.9% |
| 1Y | +35.9% | +1.4% | +34.5% | +33.3% |
| 3Y | +45.5% | +2.5% | +43.0% | +37.9% |
| 5Y | +36.0% | -10.9% | +46.9% | +33.8% |
| All | +106.0% | +31.8% | +74.2% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling