+96,674.4%
AMAT vs UNP
+9,971.6%
+86,702.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.1% | -11.8% |
| 7D | -24.3% | -1.3% | -23.0% | -23.7% |
| 30D | -39.8% | +7.7% | -47.5% | -42.2% |
| 3M | -40.2% | +1.3% | -41.5% | -40.8% |
| 6M | -22.1% | +14.0% | -36.1% | -28.1% |
| YTD | +24.7% | +30.8% | -6.1% | +6.4% |
| 1Y | +33.3% | +40.0% | -6.7% | +9.6% |
| 3Y | +133.9% | +50.1% | +83.8% | +83.5% |
| 5Y | +117.1% | +39.6% | +77.4% | +75.4% |
| 10Y | +1,158.7% | +318.1% | +840.5% | +494.4% |
| All | +96,674.4% | +9,971.6% | +86,702.8% | +8,240.7% |
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 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