+37.2%
UNP vs AWK
+18.8%
+18.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.7% |
| 3M | +3.6% | +10.0% | -6.4% | +0.5% |
| 6M | +15.8% | +20.4% | -4.6% | +9.5% |
| YTD | +32.6% | +17.1% | +15.5% | +26.1% |
| 1Y | +37.2% | +18.3% | +19.0% | +30.6% |
| All | +37.2% | +18.8% | +18.4% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling