+40.4%
UNP vs ALK
-31.3%
+71.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.6% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +7.7% | +3.3% | +4.5% | +6.8% |
| 3M | +4.0% | -17.6% | +21.6% | +7.4% |
| 6M | +15.7% | +0.8% | +14.8% | +13.6% |
| YTD | +33.5% | -22.4% | +55.9% | +36.9% |
| 1Y | +38.9% | -10.1% | +49.0% | +37.6% |
| 3Y | +53.7% | +14.0% | +39.7% | +36.1% |
| 5Y | +40.4% | -29.8% | +70.3% | +40.6% |
| All | +40.4% | -31.3% | +71.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling