+35.6%
UNP vs AR
+71.8%
-36.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -4.6% | -14.3% | +9.7% | -3.1% |
| 30D | +5.6% | +1.4% | +4.2% | +5.4% |
| 3M | -1.3% | +3.4% | -4.7% | -1.9% |
| 6M | +9.2% | -2.1% | +11.3% | +9.0% |
| YTD | +27.3% | +4.7% | +22.6% | +25.5% |
| 1Y | +35.9% | +10.6% | +25.3% | +32.9% |
| 3Y | +45.5% | +24.6% | +20.9% | +37.2% |
| All | +35.6% | +71.8% | -36.2% | +23.2% |
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