+86.1%
ARM vs UNP
+32.8%
+53.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +5.5% | -5.3% | +10.8% | +5.0% |
| 30D | -8.2% | -1.5% | -6.6% | -8.3% |
| 3M | -35.9% | +10.3% | -46.2% | -35.2% |
| 6M | +103.1% | +9.7% | +93.5% | +99.6% |
| YTD | +130.6% | +27.1% | +103.5% | +121.7% |
| 1Y | +86.1% | +32.6% | +53.5% | +91.3% |
| All | +86.1% | +32.8% | +53.3% | +91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling