+28.9%
UNP vs AS
+123.4%
-94.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +4.2% | -4.9% | +9.1% | +4.7% |
| 30D | +5.6% | +3.9% | +1.7% | +5.1% |
| 3M | +2.0% | -9.6% | +11.6% | +3.0% |
| 6M | +15.4% | -8.7% | +24.1% | +16.1% |
| YTD | +32.7% | -19.8% | +52.6% | +34.9% |
| 1Y | +39.4% | -1.5% | +41.0% | +38.3% |
| All | +28.9% | +123.4% | -94.5% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling