+403.0%
AXP vs UNP
+288.6%
+114.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -2.1% | +2.1% | -4.2% | -3.5% |
| 30D | +2.7% | +7.7% | -5.1% | -2.5% |
| 3M | -7.3% | +4.0% | -11.3% | -10.1% |
| 6M | +1.8% | +15.7% | -13.9% | -9.1% |
| YTD | -13.1% | +33.5% | -46.6% | -30.7% |
| 1Y | -13.7% | +38.9% | -52.7% | -33.1% |
| 3Y | +113.1% | +53.7% | +59.4% | +51.6% |
| 5Y | +85.9% | +40.4% | +45.5% | +37.3% |
| All | +403.0% | +288.6% | +114.4% | +98.8% |
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