+550.2%
UNP vs AMBA
+837.3%
-287.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -5.3% | -11.0% | +5.6% | -4.1% |
| 30D | -1.5% | -23.2% | +21.6% | +1.4% |
| 3M | +10.3% | -12.7% | +23.0% | +10.2% |
| 6M | +9.7% | +11.2% | -1.5% | +5.4% |
| YTD | +27.1% | -11.2% | +38.3% | +25.2% |
| 1Y | +32.6% | -22.5% | +55.1% | +31.7% |
| 3Y | +40.0% | -1.3% | +41.3% | +29.8% |
| 5Y | +50.8% | -54.2% | +105.0% | +45.1% |
| 10Y | +278.6% | -6.1% | +284.7% | +202.0% |
| All | +550.2% | +837.3% | -287.1% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling