+43.3%
AMAT vs UNP
+36.6%
+6.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.4% |
| 7D | -14.7% | -4.6% | -10.2% | -14.2% |
| 30D | -36.1% | +5.6% | -41.7% | -36.2% |
| 3M | -36.9% | -1.3% | -35.5% | -36.3% |
| 6M | -22.2% | +9.2% | -31.4% | -22.7% |
| YTD | +29.9% | +27.3% | +2.6% | +26.4% |
| 1Y | +43.3% | +35.9% | +7.3% | +30.7% |
| All | +43.3% | +36.6% | +6.7% | +30.7% |
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 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