+1,315.3%
AMAT vs UNP
+321.0%
+994.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +9.8% |
| 7D | -1.1% | -3.3% | +2.2% | +1.4% |
| 30D | -26.9% | +6.7% | -33.6% | -30.2% |
| 3M | -31.2% | +1.8% | -33.0% | -32.3% |
| 6M | -14.7% | +13.3% | -28.0% | -23.0% |
| YTD | +44.7% | +30.3% | +14.4% | +17.4% |
| 1Y | +62.0% | +36.9% | +25.0% | +26.8% |
| 3Y | +165.0% | +50.9% | +114.0% | +88.6% |
| 5Y | +147.1% | +37.9% | +109.2% | +84.2% |
| 10Y | +1,315.3% | +293.8% | +1,021.5% | +549.4% |
| All | +1,315.3% | +321.0% | +994.3% | +549.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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