+1,216.6%
UNP vs AWK
+1,043.1%
+173.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.9% |
| 7D | -0.9% | +2.7% | -3.6% | -2.0% |
| 30D | +8.0% | +16.7% | -8.7% | +1.8% |
| 3M | +3.3% | +11.7% | -8.4% | -1.1% |
| 6M | +14.7% | +21.9% | -7.2% | +6.0% |
| YTD | +31.9% | +17.6% | +14.3% | +23.2% |
| 1Y | +37.1% | +19.8% | +17.3% | +27.0% |
| 3Y | +51.9% | +31.0% | +20.9% | +32.6% |
| 5Y | +39.3% | -3.0% | +42.3% | +35.7% |
| 10Y | +284.1% | +156.8% | +127.3% | +137.9% |
| All | +1,216.6% | +1,043.1% | +173.5% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling