+6,351.7%
AMD vs UNP
+301.6%
+6,050.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.7% | +12.4% |
| 7D | -11.0% | -4.6% | -6.5% | -8.7% |
| 30D | -30.5% | +5.6% | -36.1% | -32.7% |
| 3M | -8.2% | -1.3% | -6.9% | -8.2% |
| 6M | +6.6% | +9.2% | -2.7% | -0.5% |
| YTD | +109.7% | +27.3% | +82.3% | +77.5% |
| 1Y | +88.9% | +35.9% | +53.0% | +53.4% |
| 3Y | +301.8% | +45.5% | +256.4% | +207.9% |
| 5Y | +229.4% | +36.0% | +193.4% | +159.9% |
| All | +6,351.7% | +301.6% | +6,050.1% | +4,370.0% |
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