+279.5%
UNP vs AWK
+135.6%
+143.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -0.7% | -0.4% | -0.9% |
| 30D | -2.0% | +2.8% | -4.7% | -2.9% |
| 3M | +7.5% | +11.3% | -3.8% | +3.6% |
| 6M | +15.3% | +6.7% | +8.6% | +12.5% |
| YTD | +25.4% | +9.4% | +16.0% | +21.2% |
| 1Y | +35.6% | +3.7% | +31.9% | +33.0% |
| 3Y | +44.1% | +9.2% | +34.9% | +36.3% |
| 5Y | +54.0% | -15.7% | +69.7% | +58.0% |
| All | +279.5% | +135.6% | +143.8% | +206.8% |
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