+568.9%
UNP vs AMBA
+722.2%
-153.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.0% | -2.3% |
| 7D | -1.3% | -14.6% | +13.3% | +0.4% |
| 30D | +7.7% | -18.8% | +26.5% | +10.1% |
| 3M | +1.3% | -32.6% | +33.9% | +5.5% |
| 6M | +14.0% | -25.8% | +39.8% | +14.9% |
| YTD | +30.8% | -22.1% | +52.9% | +30.2% |
| 1Y | +40.0% | -36.2% | +76.2% | +42.2% |
| 3Y | +50.1% | +10.0% | +40.1% | +36.5% |
| 5Y | +39.6% | -71.6% | +111.2% | +43.1% |
| 10Y | +318.1% | -4.7% | +322.9% | +232.8% |
| All | +568.9% | +722.2% | -153.3% | +317.0% |
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