+86.7%
AMZN vs UNP
+52.9%
+33.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.1% | -2.1% | +2.1% | +0.6% |
| 30D | +2.6% | +7.3% | -4.7% | +0.6% |
| 3M | -2.2% | +3.6% | -5.9% | -3.2% |
| 6M | -1.0% | +15.8% | -16.9% | -5.7% |
| YTD | +15.3% | +32.6% | -17.3% | +4.1% |
| 1Y | +6.9% | +37.2% | -30.4% | -5.0% |
| All | +86.7% | +52.9% | +33.8% | +66.8% |
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