+59.3%
AMAT vs UNP
+38.9%
+20.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -2.5% | -0.9% | -1.5% | -2.3% |
| 30D | -26.5% | +8.0% | -34.5% | -26.8% |
| 3M | -28.6% | +3.3% | -31.9% | -28.3% |
| 6M | -14.2% | +14.7% | -29.0% | -15.6% |
| YTD | +45.5% | +31.9% | +13.5% | +40.6% |
| 1Y | +59.3% | +37.1% | +22.2% | +46.7% |
| All | +59.3% | +38.9% | +20.5% | +46.7% |
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