+7,765.4%
AMD vs UNP
+286.3%
+7,479.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.4% |
| 7D | +18.9% | +4.2% | +14.7% | +16.5% |
| 30D | -6.4% | +5.6% | -12.0% | -9.2% |
| 3M | +10.6% | +2.0% | +8.5% | +8.8% |
| 6M | +19.9% | +15.4% | +4.5% | +8.7% |
| YTD | +149.4% | +32.7% | +116.6% | +106.3% |
| 1Y | +115.4% | +39.4% | +75.9% | +72.4% |
| 3Y | +357.3% | +54.3% | +303.0% | +237.8% |
| 5Y | +261.1% | +39.6% | +221.5% | +180.4% |
| All | +7,765.4% | +286.3% | +7,479.1% | +3,905.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling