+40.2%
UNP vs AR
+99.4%
-59.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +7.4% | -3.1% | +3.5% |
| 30D | +5.6% | +5.8% | -0.2% | +4.9% |
| 3M | +2.0% | +5.2% | -3.2% | +1.3% |
| 6M | +15.4% | +5.4% | +10.0% | +14.3% |
| YTD | +32.7% | +12.4% | +20.3% | +29.9% |
| 1Y | +39.4% | +12.8% | +26.6% | +36.2% |
| 3Y | +54.3% | +47.2% | +7.1% | +42.5% |
| All | +40.2% | +99.4% | -59.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling