+282.5%
UNP vs ATI
+1,068.2%
-785.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | +2.4% | -4.1% | -2.2% |
| 30D | -2.1% | -9.5% | +7.4% | -0.1% |
| 3M | +5.4% | +10.4% | -4.9% | +2.7% |
| 6M | +13.4% | +31.8% | -18.4% | +5.6% |
| YTD | +25.0% | +80.0% | -55.0% | +8.6% |
| 1Y | +34.6% | +175.8% | -141.3% | +5.9% |
| 3Y | +43.6% | +364.2% | -320.6% | -3.5% |
| 5Y | +51.7% | +1,076.9% | -1,025.1% | -20.3% |
| 10Y | +282.5% | +1,178.1% | -895.6% | +75.0% |
| All | +282.5% | +1,068.2% | -785.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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