+1,850.7%
UNP vs AG
+294.5%
+1,556.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.8% |
| 7D | -4.6% | +6.3% | -10.9% | -5.0% |
| 30D | +5.6% | -8.9% | +14.6% | +6.3% |
| 3M | -1.3% | -12.2% | +10.9% | -0.6% |
| 6M | +9.2% | -28.3% | +37.5% | +11.1% |
| YTD | +27.3% | -8.8% | +36.2% | +25.6% |
| 1Y | +35.9% | +39.4% | -3.4% | +28.9% |
| 3Y | +45.5% | +229.4% | -184.0% | +23.8% |
| 5Y | +36.0% | +14.5% | +21.4% | +23.8% |
| 10Y | +307.2% | +82.7% | +224.5% | +224.9% |
| All | +1,850.7% | +294.5% | +1,556.2% | +918.5% |
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