+42.6%
UNP vs ALNY
-62.5%
+105.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.7% |
| 7D | +3.6% | -30.7% | +34.3% | +3.5% |
| 30D | +11.4% | -26.7% | +38.1% | +11.2% |
| 3M | +4.6% | -26.4% | +31.0% | +4.3% |
| 6M | +18.3% | -45.9% | +64.2% | +18.8% |
| YTD | +35.4% | -59.5% | +94.9% | +32.6% |
| 1Y | +42.6% | -62.0% | +104.6% | +40.7% |
| All | +42.6% | -62.5% | +105.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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