+51.7%
UNP vs ATI
+1,086.3%
-1,034.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | +2.4% | -4.1% | -2.1% |
| 30D | -2.1% | -9.5% | +7.4% | -0.5% |
| 3M | +5.4% | +10.4% | -4.9% | +3.2% |
| 6M | +13.4% | +31.8% | -18.4% | +6.9% |
| YTD | +25.0% | +80.0% | -55.0% | +11.1% |
| 1Y | +34.6% | +175.8% | -141.3% | +9.9% |
| 3Y | +43.6% | +364.2% | -320.6% | +1.3% |
| 5Y | +51.7% | +1,076.9% | -1,025.1% | -10.3% |
| All | +51.7% | +1,086.3% | -1,034.6% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling