+115.4%
AMD vs UNP
+38.9%
+76.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.9% |
| 7D | +18.9% | +4.2% | +14.7% | +20.1% |
| 30D | -6.4% | +5.6% | -12.0% | -4.5% |
| 3M | +10.6% | +2.0% | +8.5% | +12.6% |
| 6M | +19.9% | +15.4% | +4.5% | +24.8% |
| YTD | +149.4% | +32.7% | +116.6% | +166.3% |
| 1Y | +115.4% | +39.4% | +75.9% | +137.2% |
| All | +115.4% | +38.9% | +76.5% | +137.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling