+4,766.5%
UNP vs AU
+783.5%
+3,983.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -1.1% | +12.8% | -13.9% | -2.0% |
| 3M | +7.9% | +28.5% | -20.6% | +5.8% |
| 6M | +14.6% | +4.8% | +9.8% | +13.6% |
| YTD | +26.6% | +31.0% | -4.4% | +23.1% |
| 1Y | +35.6% | +81.4% | -45.9% | +28.6% |
| 3Y | +45.5% | +618.4% | -572.9% | +23.0% |
| 5Y | +50.0% | +686.3% | -636.3% | +24.5% |
| 10Y | +271.8% | +664.5% | -392.7% | +195.2% |
| All | +4,766.5% | +783.5% | +3,983.1% | +3,718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling