+6,610.0%
AXP vs UNP
+9,690.0%
-3,080.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.1% | -5.3% | +3.2% | +1.0% |
| 30D | -6.5% | -1.5% | -5.0% | -5.8% |
| 3M | +4.6% | +10.3% | -5.6% | -1.7% |
| 6M | +5.4% | +9.7% | -4.2% | -1.4% |
| YTD | -11.1% | +27.1% | -38.2% | -23.9% |
| 1Y | -0.3% | +32.6% | -32.9% | -16.8% |
| 3Y | +111.6% | +40.0% | +71.6% | +70.2% |
| 5Y | +117.6% | +50.8% | +66.7% | +64.7% |
| 10Y | +474.1% | +278.6% | +195.5% | +159.1% |
| All | +6,610.0% | +9,690.0% | -3,080.0% | +484.2% |
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