+5,480.2%
UNP vs ARWR
-98.0%
+5,578.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.6% |
| 7D | -4.6% | -2.9% | -1.6% | -4.5% |
| 30D | +5.6% | -5.4% | +11.0% | +5.7% |
| 3M | -1.3% | -32.2% | +30.9% | -1.1% |
| 6M | +9.2% | -26.5% | +35.8% | +9.4% |
| YTD | +27.3% | -12.4% | +39.7% | +27.3% |
| 1Y | +35.9% | +46.9% | -11.0% | +35.6% |
| 3Y | +45.5% | +116.0% | -70.5% | +44.6% |
| 5Y | +36.0% | -28.0% | +63.9% | +35.6% |
| 10Y | +307.2% | +923.9% | -616.7% | +301.0% |
| All | +5,480.2% | -98.0% | +5,578.2% | +5,404.9% |
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