+396.5%
UNP vs ALM
+7,705.7%
-7,309.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -5.3% | -2.6% | -2.7% | -5.3% |
| 30D | -1.5% | +32.0% | -33.6% | -1.6% |
| 3M | +10.3% | -15.0% | +25.3% | +10.3% |
| 6M | +9.7% | -10.1% | +19.8% | +9.6% |
| YTD | +27.1% | +99.4% | -72.3% | +26.7% |
| 1Y | +32.6% | +316.4% | -283.8% | +31.8% |
| 3Y | +40.0% | +2,022.0% | -1,982.0% | +38.3% |
| 5Y | +50.8% | +941.2% | -890.3% | +49.2% |
| 10Y | +278.6% | +2,950.3% | -2,671.7% | +272.6% |
| All | +396.5% | +7,705.7% | -7,309.3% | +380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling