+45.5%
UNP vs ALM
+825.4%
-779.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.7% |
| 7D | -4.6% | -6.7% | +2.1% | -4.4% |
| 30D | +5.6% | -32.9% | +38.5% | +6.4% |
| 3M | -1.3% | -39.5% | +38.2% | -0.5% |
| 6M | +9.2% | -62.0% | +71.2% | +11.0% |
| YTD | +27.3% | -7.8% | +35.2% | +25.9% |
| 1Y | +35.9% | +26.7% | +9.2% | +33.1% |
| 3Y | +45.5% | +825.4% | -779.9% | +28.8% |
| All | +45.5% | +825.4% | -779.9% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling