+214.0%
ARM vs UNP
+50.1%
+163.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.4% | -9.6% | -12.1% |
| 7D | -27.1% | -1.3% | -25.8% | -26.8% |
| 30D | -44.9% | +7.7% | -52.6% | -46.1% |
| 3M | -39.3% | +1.3% | -40.6% | -39.5% |
| 6M | -20.2% | +14.0% | -34.1% | -25.2% |
| YTD | +52.5% | +30.8% | +21.8% | +32.0% |
| 1Y | +4.1% | +40.0% | -35.9% | -13.5% |
| All | +214.0% | +50.1% | +163.8% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling