+791.3%
ANET vs UNP
+52.3%
+739.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | +3.0% | -1.8% | +4.8% | +3.7% |
| 30D | -5.2% | -2.7% | -2.5% | -4.2% |
| 3M | +27.6% | +6.5% | +21.1% | +24.2% |
| 6M | +44.4% | +14.4% | +30.0% | +35.4% |
| YTD | +52.3% | +24.8% | +27.5% | +36.8% |
| 1Y | +30.4% | +34.4% | -4.0% | +12.8% |
| 3Y | +313.3% | +43.6% | +269.7% | +240.9% |
| All | +791.3% | +52.3% | +739.0% | +599.6% |
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 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