+271.8%
UNP vs ALM
+3,219.4%
-2,947.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -0.6% |
| 7D | -0.7% | +8.4% | -9.2% | -0.9% |
| 30D | -1.1% | +34.8% | -36.0% | -1.7% |
| 3M | +7.9% | +16.2% | -8.4% | +7.4% |
| 6M | +14.6% | +2.1% | +12.5% | +14.0% |
| YTD | +26.6% | +117.0% | -90.4% | +23.9% |
| 1Y | +35.6% | +313.9% | -278.3% | +30.6% |
| 3Y | +45.5% | +2,327.9% | -2,282.4% | +33.6% |
| 5Y | +50.0% | +1,040.6% | -990.6% | +38.9% |
| 10Y | +271.8% | +3,219.4% | -2,947.6% | +240.3% |
| All | +271.8% | +3,219.4% | -2,947.6% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling