+2,993.4%
UNP vs ALNY
+3,957.5%
-964.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.8% |
| 7D | -1.2% | -6.4% | +5.3% | -0.4% |
| 30D | -2.0% | +11.9% | -13.9% | -3.4% |
| 3M | +7.5% | -15.0% | +22.5% | +8.5% |
| 6M | +15.3% | -23.2% | +38.6% | +17.6% |
| YTD | +25.4% | -37.8% | +63.2% | +30.8% |
| 1Y | +35.6% | -47.3% | +82.9% | +43.9% |
| 3Y | +44.1% | +22.9% | +21.3% | +35.0% |
| 5Y | +54.0% | +30.6% | +23.4% | +38.5% |
| 10Y | +283.9% | +254.6% | +29.3% | +175.7% |
| All | +2,993.4% | +3,957.5% | -964.1% | +1,407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling