+323.2%
UNP vs ARES
+1,188.6%
-865.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | +7.3% | +16.7% | -9.4% | +3.0% |
| 3M | +3.6% | -2.6% | +6.3% | +4.1% |
| 6M | +15.8% | +13.0% | +2.9% | +11.3% |
| YTD | +32.6% | -11.7% | +44.3% | +34.2% |
| 1Y | +37.2% | -6.7% | +43.9% | +36.4% |
| 3Y | +52.6% | +40.5% | +12.1% | +30.4% |
| 5Y | +40.6% | +88.2% | -47.7% | +6.3% |
| 10Y | +288.4% | +1,131.0% | -842.5% | +78.5% |
| All | +323.2% | +1,188.6% | -865.4% | +87.9% |
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