+554.3%
AMZN vs UNP
+285.9%
+268.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.4% |
| 30D | -9.2% | -2.1% | -7.1% | -8.5% |
| 3M | +3.4% | +5.4% | -2.1% | +1.0% |
| 6M | +18.2% | +13.4% | +4.8% | +11.9% |
| YTD | +9.3% | +25.0% | -15.6% | -0.6% |
| 1Y | +5.9% | +34.6% | -28.6% | -6.6% |
| 3Y | +82.6% | +43.6% | +39.0% | +55.4% |
| 5Y | +44.9% | +51.7% | -6.8% | +20.5% |
| All | +554.3% | +285.9% | +268.4% | +316.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling