+147.1%
AMAT vs UNP
+39.6%
+107.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.4% |
| 7D | +11.4% | +4.2% | +7.1% | +9.1% |
| 30D | -17.0% | +5.6% | -22.6% | -19.4% |
| 3M | -30.6% | +2.0% | -32.6% | -31.4% |
| 6M | -14.9% | +15.4% | -30.4% | -22.2% |
| YTD | +44.7% | +32.7% | +12.0% | +21.2% |
| 1Y | +66.9% | +39.4% | +27.5% | +35.6% |
| 3Y | +153.3% | +54.3% | +99.0% | +88.4% |
| All | +147.1% | +39.6% | +107.5% | +91.5% |
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