+6,524.1%
AXP vs UNP
+9,708.2%
-3,184.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.3% |
| 7D | +0.6% | -4.6% | +5.1% | +3.3% |
| 30D | +5.8% | +5.6% | +0.2% | +2.5% |
| 3M | -6.0% | -1.3% | -4.7% | -5.6% |
| 6M | +0.3% | +9.2% | -8.9% | -5.6% |
| YTD | -12.3% | +27.3% | -39.6% | -25.1% |
| 1Y | -11.2% | +35.9% | -47.2% | -27.0% |
| 3Y | +117.0% | +45.5% | +71.6% | +70.7% |
| 5Y | +93.2% | +36.0% | +57.2% | +55.1% |
| 10Y | +461.2% | +307.2% | +154.0% | +144.4% |
| All | +6,524.1% | +9,708.2% | -3,184.2% | +475.0% |
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 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