+40.2%
UNP vs AMBA
-69.7%
+109.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.4% |
| 7D | +4.2% | +2.7% | +1.6% | +4.0% |
| 30D | +5.6% | -2.2% | +7.8% | +5.6% |
| 3M | +2.0% | -26.6% | +28.7% | +4.4% |
| 6M | +15.4% | -26.8% | +42.2% | +16.4% |
| YTD | +32.7% | -15.1% | +47.9% | +31.0% |
| 1Y | +39.4% | -32.3% | +71.7% | +40.6% |
| 3Y | +54.3% | +19.8% | +34.5% | +40.4% |
| All | +40.2% | -69.7% | +109.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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