+42.7%
UNP vs AUR
-34.9%
+77.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.5% |
| 7D | -0.7% | +19.2% | -20.0% | -1.7% |
| 30D | -1.1% | -7.8% | +6.7% | -0.8% |
| 3M | +7.9% | +4.0% | +3.9% | +7.3% |
| 6M | +14.6% | +45.0% | -30.4% | +11.4% |
| YTD | +26.6% | +69.5% | -42.9% | +21.7% |
| 1Y | +35.6% | +13.0% | +22.5% | +33.0% |
| 3Y | +45.5% | +90.4% | -44.9% | +33.0% |
| 5Y | +50.0% | -34.2% | +84.2% | +31.5% |
| All | +42.7% | -34.9% | +77.6% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling