+54.3%
UNP vs ARWR
+79.8%
-25.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +4.2% | -17.8% | +22.1% | +5.5% |
| 30D | +5.6% | -18.1% | +23.7% | +6.9% |
| 3M | +2.0% | -44.2% | +46.2% | +6.0% |
| 6M | +15.4% | -38.6% | +54.1% | +18.7% |
| YTD | +32.7% | -28.0% | +60.8% | +34.1% |
| 1Y | +39.4% | +16.1% | +23.3% | +34.8% |
| 3Y | +54.3% | +84.0% | -29.7% | +37.5% |
| All | +54.3% | +79.8% | -25.5% | +37.5% |
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