+6.6%
AMD vs UNP
+10.4%
-3.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.7% | +9.4% |
| 7D | -11.0% | -4.6% | -6.5% | -13.2% |
| 30D | -30.5% | +5.6% | -36.1% | -26.6% |
| 3M | -8.2% | -1.3% | -6.9% | -6.4% |
| 6M | +6.6% | +9.2% | -2.7% | +19.3% |
| All | +6.6% | +10.4% | -3.8% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling