+3,002.4%
UNP vs AGG
+97.4%
+2,905.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.7% | -0.2% | -1.6% | -1.8% |
| 30D | -2.1% | -0.2% | -1.9% | -2.2% |
| 3M | +5.4% | -0.7% | +6.1% | +5.3% |
| 6M | +13.4% | -1.8% | +15.1% | +12.9% |
| YTD | +25.0% | -0.6% | +25.5% | +24.8% |
| 1Y | +34.6% | +0.4% | +34.2% | +34.7% |
| 3Y | +43.6% | +13.2% | +30.5% | +48.5% |
| 5Y | +51.7% | -2.0% | +53.7% | +45.4% |
| 10Y | +282.5% | +15.1% | +267.5% | +308.4% |
| All | +3,002.4% | +97.4% | +2,905.0% | +4,024.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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