+137,736.4%
AMAT vs UNP
+9,690.0%
+128,046.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.2% |
| 7D | -1.5% | -5.3% | +3.8% | +1.4% |
| 30D | -14.8% | -1.5% | -13.2% | -14.1% |
| 3M | -9.3% | +10.3% | -19.5% | -14.3% |
| 6M | +27.4% | +9.7% | +17.7% | +20.2% |
| YTD | +77.6% | +27.1% | +50.5% | +54.4% |
| 1Y | +188.9% | +32.6% | +156.4% | +145.3% |
| 3Y | +202.3% | +40.0% | +162.3% | +146.5% |
| 5Y | +248.9% | +50.8% | +198.1% | +171.3% |
| 10Y | +1,585.2% | +278.6% | +1,306.6% | +737.1% |
| All | +137,736.4% | +9,690.0% | +128,046.4% | +12,004.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling