+288.4%
UNP vs ATI
+1,017.6%
-729.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | -2.1% | +4.7% | -6.8% | -3.1% |
| 30D | +7.3% | -0.2% | +7.5% | +6.9% |
| 3M | +3.6% | -18.5% | +22.1% | +7.5% |
| 6M | +15.8% | +16.4% | -0.5% | +10.5% |
| YTD | +32.6% | +63.4% | -30.8% | +16.8% |
| 1Y | +37.2% | +91.5% | -54.3% | +16.6% |
| 3Y | +52.6% | +329.2% | -276.6% | +3.5% |
| 5Y | +40.6% | +966.7% | -926.2% | -25.3% |
| 10Y | +288.4% | +1,003.8% | -715.3% | +86.6% |
| All | +288.4% | +1,017.6% | -729.1% | +86.6% |
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