+9,321.7%
UNP vs ALK
+839.9%
+8,481.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.2% |
| 7D | -5.3% | -0.7% | -4.7% | -5.2% |
| 30D | -1.5% | -19.2% | +17.7% | +3.1% |
| 3M | +10.3% | -1.5% | +11.8% | +9.6% |
| 6M | +9.7% | -13.1% | +22.7% | +11.0% |
| YTD | +27.1% | -16.4% | +43.5% | +29.2% |
| 1Y | +32.6% | -33.1% | +65.6% | +40.8% |
| 3Y | +40.0% | +0.6% | +39.4% | +30.4% |
| 5Y | +50.8% | -26.4% | +77.2% | +47.6% |
| 10Y | +278.6% | -34.2% | +312.8% | +252.4% |
| All | +9,321.7% | +839.9% | +8,481.8% | +3,731.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling