+105.6%
UNP vs ALC
+24.0%
+81.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | -5.3% | -2.1% | -3.3% | -4.7% |
| 30D | -1.5% | -0.1% | -1.4% | -1.7% |
| 3M | +10.3% | +5.9% | +4.4% | +7.8% |
| 6M | +9.7% | -15.9% | +25.6% | +15.7% |
| YTD | +27.1% | -10.1% | +37.2% | +30.6% |
| 1Y | +32.6% | -10.2% | +42.8% | +35.9% |
| 3Y | +40.0% | -13.6% | +53.5% | +41.9% |
| 5Y | +50.8% | -15.1% | +66.0% | +50.7% |
| All | +105.6% | +24.0% | +81.6% | +59.1% |
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