+21.2%
ARM vs UNP
+36.7%
-15.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.4% |
| 7D | -10.4% | -0.9% | -9.4% | -10.5% |
| 30D | -31.8% | +8.0% | -39.8% | -30.5% |
| 3M | -32.2% | +3.3% | -35.6% | -31.1% |
| 6M | -14.9% | +14.7% | -29.6% | -14.3% |
| YTD | +66.0% | +31.9% | +34.1% | +57.9% |
| All | +21.2% | +36.7% | -15.5% | +15.4% |
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