+44.3%
UNP vs AUR
+81.4%
-37.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | -2.0% | -8.9% | +7.0% | -1.6% |
| 3M | +7.5% | +4.6% | +2.9% | +6.9% |
| 6M | +15.3% | +44.9% | -29.5% | +11.8% |
| YTD | +25.4% | +64.8% | -39.4% | +20.3% |
| 1Y | +35.6% | +16.4% | +19.2% | +32.6% |
| All | +44.3% | +81.4% | -37.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling