+6,606.2%
AXP vs UNP
+9,971.6%
-3,365.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +1.2% |
| 30D | +7.0% | +7.7% | -0.7% | +2.5% |
| 3M | -6.6% | +1.3% | -7.9% | -7.5% |
| 6M | +3.5% | +14.0% | -10.5% | -5.0% |
| YTD | -11.2% | +30.8% | -41.9% | -25.3% |
| 1Y | -10.2% | +40.0% | -50.1% | -27.4% |
| 3Y | +120.0% | +50.1% | +70.0% | +70.0% |
| 5Y | +95.6% | +39.6% | +55.9% | +54.7% |
| 10Y | +468.1% | +318.1% | +150.0% | +143.7% |
| All | +6,606.2% | +9,971.6% | -3,365.4% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling