+9,321.7%
UNP vs AA
+295.2%
+9,026.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -5.3% | -0.7% | -4.7% | -5.2% |
| 30D | -1.5% | +5.0% | -6.5% | -3.1% |
| 3M | +10.3% | -35.8% | +46.1% | +21.7% |
| 6M | +9.7% | -18.4% | +28.1% | +12.4% |
| YTD | +27.1% | -5.5% | +32.6% | +24.2% |
| 1Y | +32.6% | +61.0% | -28.4% | +11.1% |
| 3Y | +40.0% | +66.2% | -26.2% | +8.5% |
| 5Y | +50.8% | +11.4% | +39.5% | +18.6% |
| 10Y | +278.6% | +116.9% | +161.8% | +101.0% |
| All | +9,321.7% | +295.2% | +9,026.6% | +3,169.4% |
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