-22.1%
AMAT vs UNP
+13.8%
-35.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.1% | -13.9% |
| 7D | -24.3% | -1.3% | -23.0% | -24.1% |
| 30D | -39.8% | +7.7% | -47.5% | -38.6% |
| 3M | -40.2% | +1.3% | -41.5% | -39.0% |
| 6M | -22.1% | +14.0% | -36.1% | -18.5% |
| All | -22.1% | +13.8% | -35.9% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling