+126.7%
AMAT vs UNP
+35.3%
+91.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.5% |
| 7D | -14.7% | -4.6% | -10.2% | -12.6% |
| 30D | -36.1% | +5.6% | -41.7% | -38.0% |
| 3M | -36.9% | -1.3% | -35.5% | -36.6% |
| 6M | -22.2% | +9.2% | -31.4% | -26.8% |
| YTD | +29.9% | +27.3% | +2.6% | +11.1% |
| 1Y | +43.3% | +35.9% | +7.3% | +17.6% |
| 3Y | +142.7% | +45.5% | +97.2% | +86.3% |
| All | +126.7% | +35.3% | +91.4% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling