+54.0%
UNP vs AGI
+400.3%
-346.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -1.8% | -2.7% | +0.9% | -1.7% |
| 30D | -2.7% | +7.2% | -10.0% | -3.1% |
| 3M | +6.5% | +4.3% | +2.2% | +6.1% |
| 6M | +14.4% | -27.1% | +41.5% | +16.3% |
| YTD | +24.8% | -6.6% | +31.4% | +24.3% |
| 1Y | +34.4% | +9.5% | +24.9% | +31.8% |
| 3Y | +43.6% | +208.4% | -164.9% | +23.2% |
| All | +54.0% | +400.3% | -346.3% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling