+174.6%
ARM vs UNP
+44.8%
+129.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.4% | +5.5% |
| 7D | -15.2% | -4.6% | -10.7% | -14.0% |
| 30D | -40.7% | +5.6% | -46.3% | -41.7% |
| 3M | -39.1% | -1.3% | -37.8% | -38.9% |
| 6M | -26.4% | +9.2% | -35.7% | -30.0% |
| YTD | +59.7% | +27.3% | +32.4% | +39.7% |
| 1Y | +10.3% | +35.9% | -25.6% | -7.2% |
| 3Y | +228.9% | +45.5% | +183.4% | +156.1% |
| All | +174.6% | +44.8% | +129.8% | +121.0% |
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