+288.4%
UNP vs AWK
+156.2%
+132.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +7.3% | +15.5% | -8.2% | +2.2% |
| 3M | +3.6% | +10.0% | -6.4% | +0.3% |
| 6M | +15.8% | +20.4% | -4.6% | +8.7% |
| YTD | +32.6% | +17.1% | +15.5% | +25.1% |
| 1Y | +37.2% | +18.3% | +19.0% | +29.0% |
| 3Y | +52.6% | +30.4% | +22.2% | +35.6% |
| 5Y | +40.6% | -2.7% | +43.2% | +37.4% |
| 10Y | +288.4% | +154.7% | +133.7% | +207.9% |
| All | +288.4% | +156.2% | +132.3% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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