+39.3%
UNP vs ATI
+951.9%
-912.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -0.9% | +1.3% | -2.3% | -1.2% |
| 30D | +8.0% | -4.8% | +12.8% | +8.5% |
| 3M | +3.3% | -19.9% | +23.3% | +6.8% |
| 6M | +14.7% | +15.4% | -0.6% | +10.4% |
| YTD | +31.9% | +59.2% | -27.3% | +18.9% |
| 1Y | +37.1% | +86.3% | -49.2% | +19.9% |
| 3Y | +51.9% | +318.2% | -266.4% | +7.5% |
| 5Y | +39.3% | +958.6% | -919.3% | -19.4% |
| All | +39.3% | +951.9% | -912.6% | -19.4% |
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