+1,587.5%
AMAT vs UNP
+277.2%
+1,310.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.2% |
| 7D | -1.5% | -5.3% | +3.8% | +2.2% |
| 30D | -14.8% | -1.5% | -13.2% | -13.9% |
| 3M | -9.3% | +10.3% | -19.5% | -15.8% |
| 6M | +27.4% | +9.7% | +17.7% | +18.0% |
| YTD | +77.6% | +27.1% | +50.5% | +47.5% |
| 1Y | +188.9% | +32.6% | +156.4% | +132.5% |
| 3Y | +202.3% | +40.0% | +162.3% | +128.3% |
| 5Y | +248.9% | +50.8% | +198.1% | +143.5% |
| All | +1,587.5% | +277.2% | +1,310.2% | +625.7% |
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