+271.8%
UNP vs ALK
-38.6%
+310.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.4% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | -18.5% | +17.3% | +3.8% |
| 3M | +7.9% | -3.6% | +11.4% | +7.6% |
| 6M | +14.6% | -3.7% | +18.3% | +13.2% |
| YTD | +26.6% | -19.0% | +45.6% | +29.9% |
| 1Y | +35.6% | -36.0% | +71.6% | +47.3% |
| 3Y | +45.5% | +2.3% | +43.2% | +31.6% |
| 5Y | +50.0% | -27.8% | +77.7% | +45.8% |
| 10Y | +271.8% | -39.0% | +310.8% | +232.6% |
| All | +271.8% | -38.6% | +310.4% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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