+284.1%
UNP vs AR
+52.4%
+231.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +3.2% |
| 7D | -0.9% | -5.8% | +4.8% | -0.3% |
| 30D | +8.0% | +4.8% | +3.2% | +7.4% |
| 3M | +3.3% | +1.5% | +1.8% | +3.0% |
| 6M | +14.7% | +4.7% | +10.0% | +13.7% |
| YTD | +31.9% | +9.2% | +22.7% | +29.7% |
| 1Y | +37.1% | +11.2% | +25.9% | +34.4% |
| 3Y | +51.9% | +46.2% | +5.6% | +42.0% |
| 5Y | +39.3% | +98.1% | -58.7% | +23.2% |
| 10Y | +284.1% | +54.5% | +229.6% | +221.3% |
| All | +284.1% | +52.4% | +231.7% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling