+52.2%
UNP vs AMBA
-54.5%
+106.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -5.3% | -11.0% | +5.6% | -4.4% |
| 30D | -1.5% | -23.2% | +21.6% | +0.6% |
| 3M | +10.3% | -12.7% | +23.0% | +10.2% |
| 6M | +9.7% | +11.2% | -1.5% | +6.0% |
| YTD | +27.1% | -11.2% | +38.3% | +25.5% |
| 1Y | +32.6% | -22.5% | +55.1% | +31.8% |
| 3Y | +40.0% | -1.3% | +41.3% | +30.8% |
| All | +52.2% | -54.5% | +106.7% | +43.7% |
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