+35.6%
UNP vs AMBA
-70.4%
+106.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -3.1% |
| 7D | -4.6% | -7.2% | +2.7% | -4.0% |
| 30D | +5.6% | -10.4% | +16.0% | +6.4% |
| 3M | -1.3% | -30.1% | +28.8% | +1.4% |
| 6M | +9.2% | -22.4% | +31.7% | +9.4% |
| YTD | +27.3% | -17.3% | +44.7% | +26.0% |
| 1Y | +35.9% | -35.4% | +71.3% | +37.6% |
| 3Y | +45.5% | +18.6% | +26.8% | +32.6% |
| All | +35.6% | -70.4% | +106.1% | +28.5% |
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