+343.6%
UNP vs ALLY
+124.8%
+218.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -5.3% | +3.7% | -9.0% | -6.4% |
| 30D | -1.5% | -2.3% | +0.7% | -0.9% |
| 3M | +10.3% | +3.8% | +6.4% | +8.6% |
| 6M | +9.7% | +9.7% | 0.0% | +5.7% |
| YTD | +27.1% | -1.4% | +28.5% | +26.5% |
| 1Y | +32.6% | +8.2% | +24.3% | +27.4% |
| 3Y | +40.0% | +66.5% | -26.5% | +12.7% |
| 5Y | +50.8% | +1.2% | +49.6% | +37.2% |
| 10Y | +278.6% | +191.4% | +87.2% | +112.8% |
| All | +343.6% | +124.8% | +218.8% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling