+1,921.0%
UNP vs AG
+288.7%
+1,632.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +1.7% |
| 7D | -0.9% | +6.0% | -6.9% | -1.4% |
| 30D | +8.0% | -13.5% | +21.5% | +9.1% |
| 3M | +3.3% | -20.7% | +24.0% | +4.9% |
| 6M | +14.7% | -31.5% | +46.3% | +17.1% |
| YTD | +31.9% | -10.1% | +42.1% | +30.3% |
| 1Y | +37.1% | +26.0% | +11.1% | +31.2% |
| 3Y | +51.9% | +228.9% | -177.0% | +29.3% |
| 5Y | +39.3% | +8.7% | +30.6% | +27.4% |
| 10Y | +284.1% | +71.9% | +212.2% | +208.7% |
| All | +1,921.0% | +288.7% | +1,632.2% | +956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling