+46.9%
UNP vs ATI
+373.5%
-326.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.2% |
| 7D | -5.3% | -0.1% | -5.3% | -5.3% |
| 30D | -1.5% | +2.7% | -4.2% | -2.0% |
| 3M | +10.3% | +16.3% | -6.1% | +7.7% |
| 6M | +9.7% | +30.2% | -20.5% | +5.0% |
| YTD | +27.1% | +83.6% | -56.5% | +16.0% |
| 1Y | +32.6% | +173.0% | -140.4% | +14.0% |
| All | +46.9% | +373.5% | -326.5% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling