+37.2%
UNP vs ALK
-3.2%
+40.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | +7.3% | +7.8% | -0.5% | +6.2% |
| 3M | +3.6% | -15.2% | +18.9% | +5.0% |
| 6M | +15.8% | +5.0% | +10.8% | +14.0% |
| YTD | +32.6% | -18.4% | +51.0% | +33.3% |
| 1Y | +37.2% | -2.4% | +39.6% | +33.0% |
| All | +37.2% | -3.2% | +40.5% | +33.0% |
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