+39.4%
UNP vs ALK
-10.2%
+49.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +4.2% | -1.2% | +5.4% | +4.3% |
| 30D | +5.6% | +7.7% | -2.1% | +4.6% |
| 3M | +2.0% | -19.0% | +21.0% | +3.9% |
| 6M | +15.4% | -0.2% | +15.6% | +14.1% |
| YTD | +32.7% | -23.5% | +56.2% | +34.4% |
| 1Y | +39.4% | -9.1% | +48.5% | +37.3% |
| All | +39.4% | -10.2% | +49.7% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling