+43.6%
UNP vs ALNY
+23.4%
+20.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -1.8% | -6.5% | +4.7% | -1.5% |
| 30D | -2.7% | +11.0% | -13.8% | -3.3% |
| 3M | +6.5% | -14.1% | +20.6% | +6.9% |
| 6M | +14.4% | -22.4% | +36.8% | +15.4% |
| YTD | +24.8% | -37.5% | +62.3% | +27.2% |
| 1Y | +34.4% | -46.9% | +81.3% | +38.2% |
| 3Y | +43.6% | +22.1% | +21.5% | +35.3% |
| All | +43.6% | +23.4% | +20.2% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling