+27.0%
UNP vs AS
+133.7%
-106.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.2% | -3.2% |
| 7D | -1.3% | +7.1% | -8.4% | -2.0% |
| 30D | +7.7% | +12.8% | -5.1% | +6.4% |
| 3M | +1.3% | -14.7% | +16.0% | +2.8% |
| 6M | +14.0% | -9.9% | +23.9% | +14.8% |
| YTD | +30.8% | -16.1% | +46.9% | +32.3% |
| 1Y | +40.0% | +0.2% | +39.8% | +38.6% |
| All | +27.0% | +133.7% | -106.7% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling