+35.5%
UNP vs ARWR
+20.5%
+14.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +2.8% |
| 7D | -3.3% | -17.3% | +14.1% | -2.7% |
| 30D | +6.7% | -21.5% | +28.2% | +7.5% |
| 3M | +1.8% | -43.8% | +45.6% | +3.8% |
| 6M | +13.3% | -32.3% | +45.6% | +14.2% |
| YTD | +30.3% | -25.8% | +56.2% | +29.8% |
| All | +35.5% | +20.5% | +14.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling