+277.6%
UNP vs AU
+699.0%
-421.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -1.8% | -4.3% | +2.5% | -1.7% |
| 30D | -2.7% | +7.3% | -10.0% | -2.9% |
| 3M | +6.5% | +26.3% | -19.8% | +5.8% |
| 6M | +14.4% | +1.8% | +12.6% | +14.1% |
| YTD | +24.8% | +26.8% | -2.0% | +23.6% |
| 1Y | +34.4% | +66.7% | -32.3% | +31.9% |
| 3Y | +43.6% | +579.1% | -535.5% | +33.1% |
| 5Y | +53.2% | +689.3% | -636.1% | +41.3% |
| All | +277.6% | +699.0% | -421.3% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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