+35.8%
ARM vs UNP
+38.9%
-3.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.7% |
| 7D | +9.1% | +4.2% | +4.9% | +9.9% |
| 30D | -19.9% | +5.6% | -25.5% | -18.7% |
| 3M | -31.6% | +2.0% | -33.7% | -30.5% |
| 6M | -13.9% | +15.4% | -29.3% | -12.8% |
| YTD | +74.3% | +32.7% | +41.6% | +67.7% |
| 1Y | +35.8% | +39.4% | -3.6% | +36.4% |
| All | +35.8% | +38.9% | -3.1% | +36.4% |
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