-10.9%
AXP vs UNP
+37.2%
-48.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.5% |
| 7D | -1.1% | -3.3% | +2.1% | -0.5% |
| 30D | +5.2% | +6.7% | -1.5% | +4.1% |
| 3M | -4.6% | +1.8% | -6.4% | -4.7% |
| 6M | +3.2% | +13.3% | -10.1% | -0.1% |
| YTD | -11.3% | +30.3% | -41.7% | -19.2% |
| All | -10.9% | +37.2% | -48.0% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling