+271.8%
UNP vs AG
+57.4%
+214.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -0.7% | +4.5% | -5.2% | -1.0% |
| 30D | -1.1% | +12.9% | -14.0% | -1.8% |
| 3M | +7.9% | +20.9% | -13.1% | +6.6% |
| 6M | +14.6% | -19.5% | +34.2% | +15.2% |
| YTD | +26.6% | +24.8% | +1.8% | +23.7% |
| 1Y | +35.6% | +120.2% | -84.7% | +27.7% |
| 3Y | +45.5% | +279.0% | -233.5% | +30.0% |
| 5Y | +50.0% | +67.9% | -17.9% | +37.9% |
| 10Y | +271.8% | +57.5% | +214.3% | +250.8% |
| All | +271.8% | +57.4% | +214.5% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling