+35.1%
UNP vs ATI
+173.6%
-138.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -1.7% | +2.4% | -4.1% | -1.9% |
| 30D | -2.1% | -9.5% | +7.4% | -1.4% |
| 3M | +5.4% | +10.4% | -4.9% | +4.3% |
| 6M | +13.4% | +31.8% | -18.4% | +9.7% |
| YTD | +25.0% | +80.0% | -55.0% | +19.8% |
| All | +35.1% | +173.6% | -138.5% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling