+34.6%
UNP vs AA
+58.8%
-24.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | -2.1% | -1.6% | -0.6% | -2.1% |
| 3M | +5.4% | -29.8% | +35.3% | +5.2% |
| 6M | +13.4% | -16.6% | +30.0% | +13.0% |
| YTD | +25.0% | -4.0% | +29.0% | +24.9% |
| 1Y | +34.6% | +63.5% | -28.9% | +39.5% |
| All | +34.6% | +58.8% | -24.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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