+37.1%
UNP vs ALM
+12.3%
+24.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.5% | +1.3% |
| 7D | -0.9% | -6.3% | +5.4% | -0.9% |
| 30D | +8.0% | -31.4% | +39.4% | +8.2% |
| 3M | +3.3% | -40.6% | +43.9% | +3.7% |
| 6M | +14.7% | -58.6% | +73.3% | +15.4% |
| YTD | +31.9% | -7.6% | +39.5% | +31.5% |
| 1Y | +37.1% | +13.8% | +23.3% | +36.2% |
| All | +37.1% | +12.3% | +24.8% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling