+34.4%
UNP vs AGI
+9.2%
+25.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -1.8% | -2.7% | +0.9% | -1.8% |
| 30D | -2.7% | +7.2% | -10.0% | -2.7% |
| 3M | +6.5% | +4.3% | +2.2% | +6.6% |
| 6M | +14.4% | -27.1% | +41.5% | +14.8% |
| YTD | +24.8% | -6.6% | +31.4% | +25.5% |
| 1Y | +34.4% | +9.5% | +24.9% | +34.0% |
| All | +34.4% | +9.2% | +25.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling