-17.0%
AAOI vs UNP
+14.8%
-31.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +1.8% |
| 7D | -0.2% | -1.8% | +1.6% | -0.8% |
| 30D | -23.7% | -2.7% | -21.0% | -24.4% |
| 3M | -39.0% | +6.5% | -45.5% | -37.4% |
| 6M | -17.0% | +14.4% | -31.4% | -12.6% |
| All | -17.0% | +14.8% | -31.8% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling