+440.3%
AXP vs UNP
+321.0%
+119.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.6% |
| 7D | -1.1% | -3.3% | +2.1% | +1.1% |
| 30D | +5.2% | +6.7% | -1.5% | +0.6% |
| 3M | -4.6% | +1.8% | -6.4% | -6.1% |
| 6M | +3.2% | +13.3% | -10.1% | -6.5% |
| YTD | -11.3% | +30.3% | -41.7% | -28.1% |
| 1Y | -11.0% | +36.9% | -47.9% | -30.4% |
| 3Y | +120.2% | +50.9% | +69.2% | +58.5% |
| 5Y | +91.7% | +37.9% | +53.8% | +43.3% |
| 10Y | +440.3% | +293.8% | +146.6% | +108.0% |
| All | +440.3% | +321.0% | +119.4% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling