+43.8%
UNP vs AGI
+214.4%
-170.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -1.7% | +2.2% | -3.9% | -1.8% |
| 30D | -2.1% | +11.3% | -13.4% | -2.3% |
| 3M | +5.4% | +5.6% | -0.2% | +5.4% |
| 6M | +13.4% | -27.7% | +41.1% | +14.1% |
| YTD | +25.0% | -4.1% | +29.0% | +24.9% |
| 1Y | +34.6% | +13.8% | +20.8% | +33.8% |
| All | +43.8% | +214.4% | -170.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling