+44.9%
AMZN vs UNP
+48.4%
-3.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -1.0% | -1.7% | +0.7% | -0.3% |
| 30D | -9.2% | -2.1% | -7.1% | -8.4% |
| 3M | +3.4% | +5.4% | -2.1% | +0.6% |
| 6M | +18.2% | +13.4% | +4.8% | +10.7% |
| YTD | +9.3% | +25.0% | -15.6% | -2.5% |
| 1Y | +5.9% | +34.6% | -28.6% | -9.2% |
| 3Y | +82.6% | +43.6% | +39.0% | +47.8% |
| 5Y | +44.9% | +51.7% | -6.8% | +17.9% |
| All | +44.9% | +48.4% | -3.5% | +17.9% |
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