+277.6%
UNP vs ALNY
+260.0%
+17.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -1.8% | -6.5% | +4.7% | -1.3% |
| 30D | -2.7% | +11.0% | -13.8% | -3.6% |
| 3M | +6.5% | -14.1% | +20.6% | +7.1% |
| 6M | +14.4% | -22.4% | +36.8% | +15.9% |
| YTD | +24.8% | -37.5% | +62.3% | +28.6% |
| 1Y | +34.4% | -46.9% | +81.3% | +40.2% |
| 3Y | +43.6% | +22.1% | +21.5% | +37.0% |
| 5Y | +53.2% | +31.2% | +22.0% | +42.4% |
| All | +277.6% | +260.0% | +17.6% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling