+1,168.4%
UNP vs AWK
+969.7%
+198.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.3% | +1.7% | -7.1% | -6.0% |
| 30D | -1.5% | +5.6% | -7.1% | -3.6% |
| 3M | +10.3% | +15.9% | -5.6% | +4.0% |
| 6M | +9.7% | +4.6% | +5.1% | +7.4% |
| YTD | +27.1% | +10.1% | +17.0% | +21.8% |
| 1Y | +32.6% | +2.1% | +30.5% | +30.3% |
| 3Y | +40.0% | +9.8% | +30.1% | +30.9% |
| 5Y | +50.8% | -15.4% | +66.2% | +54.9% |
| 10Y | +278.6% | +129.4% | +149.2% | +145.4% |
| All | +1,168.4% | +969.7% | +198.8% | +272.4% |
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