+73.7%
AMAT vs UNP
+37.4%
+36.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.0% |
| 7D | +7.0% | -2.1% | +9.0% | +7.1% |
| 30D | -20.6% | +7.3% | -27.9% | -20.8% |
| 3M | -24.8% | +3.6% | -28.4% | -24.5% |
| 6M | -10.7% | +15.8% | -26.6% | -12.3% |
| YTD | +54.3% | +32.6% | +21.7% | +49.0% |
| 1Y | +73.7% | +37.2% | +36.5% | +59.9% |
| All | +73.7% | +37.4% | +36.3% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling