+28.8%
UNP vs AS
+131.9%
-103.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -2.1% | -3.0% | +0.9% | -1.8% |
| 30D | +7.3% | +9.6% | -2.3% | +6.3% |
| 3M | +3.6% | -8.2% | +11.8% | +4.4% |
| 6M | +15.8% | -9.9% | +25.8% | +16.7% |
| YTD | +32.6% | -16.8% | +49.4% | +34.2% |
| 1Y | +37.2% | +3.0% | +34.2% | +35.5% |
| All | +28.8% | +131.9% | -103.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling