+448.7%
AXP vs UNP
+301.6%
+147.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.5% |
| 7D | +0.6% | -4.6% | +5.1% | +3.8% |
| 30D | +5.8% | +5.6% | +0.2% | +1.9% |
| 3M | -6.0% | -1.3% | -4.7% | -5.5% |
| 6M | +0.3% | +9.2% | -8.9% | -6.9% |
| YTD | -12.3% | +27.3% | -39.6% | -27.7% |
| 1Y | -11.2% | +35.9% | -47.2% | -30.3% |
| 3Y | +117.0% | +45.5% | +71.6% | +60.4% |
| 5Y | +93.2% | +36.0% | +57.2% | +45.7% |
| All | +448.7% | +301.6% | +147.1% | +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