+391.2%
UNP vs AR
-33.4%
+424.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -4.6% | -14.3% | +9.7% | -2.9% |
| 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% | +25.6% |
| 1Y | +35.9% | +10.6% | +25.3% | +33.1% |
| 3Y | +45.5% | +24.6% | +20.9% | +37.8% |
| 5Y | +36.0% | +71.9% | -35.9% | +20.8% |
| 10Y | +307.2% | +46.4% | +260.8% | +235.1% |
| All | +391.2% | -33.4% | +424.6% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling