+9,562.1%
UNP vs AA
+231.6%
+9,330.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +0.9% |
| 7D | -3.3% | +4.8% | -8.1% | -4.4% |
| 30D | +6.7% | -0.6% | +7.4% | +6.7% |
| 3M | +1.8% | -16.3% | +18.1% | +5.7% |
| 6M | +13.3% | -33.4% | +46.7% | +22.8% |
| YTD | +30.3% | -20.7% | +51.0% | +32.6% |
| 1Y | +36.9% | +12.9% | +24.0% | +26.4% |
| 3Y | +50.9% | +75.7% | -24.8% | +15.2% |
| 5Y | +37.9% | -6.8% | +44.7% | +14.3% |
| 10Y | +293.8% | +53.6% | +240.2% | +130.3% |
| All | +9,562.1% | +231.6% | +9,330.5% | +3,389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling