+1,847.0%
UNP vs AG
+445.6%
+1,401.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.3% |
| 7D | -5.3% | +1.0% | -6.4% | -5.4% |
| 30D | -1.5% | +19.2% | -20.7% | -3.1% |
| 3M | +10.3% | +6.2% | +4.1% | +9.1% |
| 6M | +9.7% | -26.7% | +36.3% | +11.3% |
| YTD | +27.1% | +26.1% | +1.0% | +22.4% |
| 1Y | +32.6% | +131.7% | -99.1% | +20.3% |
| 3Y | +40.0% | +255.3% | -215.4% | +18.6% |
| 5Y | +50.8% | +61.9% | -11.1% | +33.7% |
| 10Y | +278.6% | +72.0% | +206.6% | +206.3% |
| All | +1,847.0% | +445.6% | +1,401.4% | +892.7% |
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