+42.6%
UNP vs ALLY
+4.2%
+38.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.0% |
| 7D | +3.6% | +2.4% | +1.2% | +3.1% |
| 30D | +11.4% | +5.6% | +5.8% | +10.3% |
| 3M | +4.6% | -11.7% | +16.3% | +6.6% |
| 6M | +18.3% | -7.0% | +25.3% | +19.4% |
| YTD | +35.4% | -10.4% | +45.8% | +37.3% |
| 1Y | +42.6% | +2.4% | +40.2% | +40.1% |
| All | +42.6% | +4.2% | +38.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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