+9,703.6%
AMD vs UNP
+9,971.6%
-267.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.4% | -13.8% | -15.4% |
| 7D | -28.6% | -1.3% | -27.3% | -27.9% |
| 30D | -37.7% | +7.7% | -45.4% | -40.3% |
| 3M | -16.1% | +1.3% | -17.4% | -17.2% |
| 6M | +13.8% | +14.0% | -0.1% | +4.1% |
| YTD | +88.8% | +30.8% | +58.1% | +58.4% |
| 1Y | +57.8% | +40.0% | +17.8% | +27.0% |
| 3Y | +260.3% | +50.1% | +210.2% | +175.5% |
| 5Y | +196.6% | +39.6% | +157.0% | +134.2% |
| 10Y | +6,064.6% | +318.1% | +5,746.5% | +2,452.5% |
| All | +9,703.6% | +9,971.6% | -267.9% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling