+54.0%
UNP vs AU
+673.1%
-619.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.6% | +0.6% |
| 7D | -1.2% | -7.0% | +5.8% | -0.8% |
| 30D | -2.0% | +7.3% | -9.2% | -2.3% |
| 3M | +7.5% | +33.2% | -25.7% | +5.9% |
| 6M | +15.3% | -0.6% | +16.0% | +14.9% |
| YTD | +25.4% | +26.2% | -0.7% | +23.0% |
| 1Y | +35.6% | +68.3% | -32.7% | +30.2% |
| 3Y | +44.1% | +592.1% | -548.0% | +19.1% |
| 5Y | +54.0% | +685.3% | -631.3% | +27.6% |
| All | +54.0% | +673.1% | -619.2% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling