+2,998.3%
UNP vs AGI
+5,381.0%
-2,382.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.7% | +4.4% | -5.1% | -0.9% |
| 30D | -1.1% | +10.0% | -11.1% | -1.5% |
| 3M | +7.9% | +1.7% | +6.1% | +7.6% |
| 6M | +14.6% | -26.8% | +41.4% | +15.7% |
| YTD | +26.6% | -5.3% | +31.9% | +26.2% |
| 1Y | +35.6% | +11.5% | +24.1% | +34.1% |
| 3Y | +45.5% | +212.9% | -167.4% | +37.2% |
| 5Y | +50.0% | +388.8% | -338.8% | +38.3% |
| 10Y | +271.8% | +383.6% | -111.7% | +234.7% |
| All | +2,998.3% | +5,381.0% | -2,382.7% | +2,469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling