+50.9%
UNP vs ARWR
+79.9%
-29.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +3.4% |
| 7D | -3.3% | -17.3% | +14.1% | -2.1% |
| 30D | +6.7% | -21.5% | +28.2% | +8.4% |
| 3M | +1.8% | -43.8% | +45.6% | +5.8% |
| 6M | +13.3% | -32.3% | +45.6% | +15.6% |
| YTD | +30.3% | -25.8% | +56.2% | +31.4% |
| 1Y | +36.9% | +25.5% | +11.4% | +31.5% |
| 3Y | +50.9% | +84.1% | -33.2% | +34.1% |
| All | +50.9% | +79.9% | -29.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling