+384.5%
UNP vs ALLE
+327.3%
+57.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -4.6% | -0.6% | -4.0% | -4.3% |
| 30D | +5.6% | +25.3% | -19.7% | -4.9% |
| 3M | -1.3% | +10.3% | -11.6% | -6.0% |
| 6M | +9.2% | +38.0% | -28.8% | -6.6% |
| YTD | +27.3% | +17.8% | +9.6% | +16.4% |
| 1Y | +35.9% | +13.6% | +22.3% | +26.3% |
| 3Y | +45.5% | +89.2% | -43.7% | +3.6% |
| 5Y | +36.0% | +51.1% | -15.1% | +4.9% |
| 10Y | +307.2% | +228.1% | +79.1% | +111.0% |
| All | +384.5% | +327.3% | +57.2% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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