+42.6%
UNP vs AMC
+38.0%
+4.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.3% | -5.6% | +1.8% |
| 7D | +3.6% | +17.7% | -14.1% | +3.8% |
| 30D | +11.4% | +26.2% | -14.8% | +11.7% |
| 3M | +4.6% | +31.3% | -26.8% | +5.0% |
| 6M | +18.3% | +142.8% | -124.5% | +18.0% |
| YTD | +35.4% | +125.6% | -90.2% | +34.7% |
| 1Y | +42.6% | +40.2% | +2.4% | +47.1% |
| All | +42.6% | +38.0% | +4.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling