+284.1%
UNP vs ALM
+2,040.7%
-1,756.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.5% | +1.4% |
| 7D | -0.9% | -6.3% | +5.4% | -0.8% |
| 30D | +8.0% | -31.4% | +39.4% | +8.7% |
| 3M | +3.3% | -40.6% | +43.9% | +4.2% |
| 6M | +14.7% | -58.6% | +73.3% | +16.2% |
| YTD | +31.9% | -7.6% | +39.5% | +31.0% |
| 1Y | +37.1% | +13.8% | +23.3% | +35.4% |
| 3Y | +51.9% | +842.1% | -790.3% | +41.9% |
| 5Y | +39.3% | +407.4% | -368.1% | +30.7% |
| 10Y | +284.1% | +2,079.4% | -1,795.3% | +258.8% |
| All | +284.1% | +2,040.7% | -1,756.6% | +258.8% |
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