+39.3%
UNP vs AWK
-1.3%
+40.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -0.9% | +2.7% | -3.6% | -1.7% |
| 30D | +8.0% | +16.7% | -8.7% | +3.1% |
| 3M | +3.3% | +11.7% | -8.4% | -0.2% |
| 6M | +14.7% | +21.9% | -7.2% | +7.9% |
| YTD | +31.9% | +17.6% | +14.3% | +25.0% |
| 1Y | +37.1% | +19.8% | +17.3% | +29.2% |
| 3Y | +51.9% | +31.0% | +20.9% | +34.7% |
| 5Y | +39.3% | -3.0% | +42.3% | +34.9% |
| All | +39.3% | -1.3% | +40.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling