+331.1%
AMD vs UNP
+41.0%
+290.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +2.6% | -5.3% | +7.9% | +4.4% |
| 30D | -0.9% | -1.5% | +0.6% | -0.5% |
| 3M | -8.7% | +10.3% | -19.0% | -12.4% |
| 6M | +136.3% | +9.7% | +126.7% | +126.3% |
| YTD | +123.0% | +27.1% | +95.9% | +98.5% |
| 1Y | +195.2% | +32.6% | +162.6% | +155.5% |
| All | +331.1% | +41.0% | +290.1% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling