+1,314.2%
AAOI vs UNP
+52.3%
+1,262.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.2% | -1.8% | +1.6% | +0.6% |
| 30D | -23.7% | -2.7% | -21.0% | -22.9% |
| 3M | -39.0% | +6.5% | -45.5% | -41.2% |
| 6M | -17.0% | +14.4% | -31.4% | -23.6% |
| YTD | +202.2% | +24.8% | +177.4% | +163.3% |
| 1Y | +292.4% | +34.4% | +258.0% | +226.9% |
| 3Y | +804.4% | +43.6% | +760.8% | +657.7% |
| All | +1,314.2% | +52.3% | +1,262.0% | +1,073.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 5y: compounded portfolio wealth divided by compounded UNP 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…
5y analysis · Full analysis span regression · 6 months rolling