+278.7%
AMD vs UNP
+40.3%
+238.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.1% |
| 7D | +13.1% | -2.1% | +15.2% | +14.5% |
| 30D | -7.0% | +7.3% | -14.3% | -9.9% |
| 3M | +16.6% | +3.6% | +12.9% | +14.3% |
| 6M | +20.5% | +15.8% | +4.7% | +10.2% |
| YTD | +158.2% | +32.6% | +125.6% | +116.6% |
| 1Y | +132.8% | +37.2% | +95.6% | +90.6% |
| 3Y | +366.2% | +52.6% | +313.6% | +246.5% |
| 5Y | +278.7% | +40.6% | +238.1% | +191.1% |
| All | +278.7% | +40.3% | +238.4% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling