+5,611.9%
UNP vs ARWR
-98.3%
+5,710.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +2.4% |
| 7D | -3.3% | -17.3% | +14.1% | -3.2% |
| 30D | +6.7% | -21.5% | +28.2% | +6.8% |
| 3M | +1.8% | -43.8% | +45.6% | +2.0% |
| 6M | +13.3% | -32.3% | +45.6% | +13.5% |
| YTD | +30.3% | -25.8% | +56.2% | +30.4% |
| 1Y | +36.9% | +25.5% | +11.4% | +36.7% |
| 3Y | +50.9% | +84.1% | -33.2% | +50.1% |
| 5Y | +37.9% | -39.2% | +77.2% | +37.6% |
| 10Y | +293.8% | +1,072.4% | -778.6% | +287.8% |
| All | +5,611.9% | -98.3% | +5,710.2% | +5,538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling