+305.7%
UNP vs ARES
+1,196.0%
-890.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -5.3% | -1.7% | -3.7% | -4.9% |
| 30D | -1.5% | +0.3% | -1.8% | -1.7% |
| 3M | +10.3% | +8.5% | +1.8% | +7.4% |
| 6M | +9.7% | +23.5% | -13.8% | +2.3% |
| YTD | +27.1% | -11.2% | +38.3% | +28.7% |
| 1Y | +32.6% | -19.3% | +51.9% | +37.1% |
| 3Y | +40.0% | +48.7% | -8.7% | +17.6% |
| 5Y | +50.8% | +106.5% | -55.7% | +11.0% |
| 10Y | +278.6% | +1,055.3% | -776.7% | +75.1% |
| All | +305.7% | +1,196.0% | -890.3% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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