+53.4%
UNP vs AMC
-56.5%
+109.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +1.2% |
| 7D | -0.9% | +5.5% | -6.4% | -1.0% |
| 30D | +8.0% | +16.1% | -8.1% | +7.8% |
| 3M | +3.3% | +43.0% | -39.6% | +2.9% |
| 6M | +14.7% | +130.7% | -116.0% | +12.8% |
| YTD | +31.9% | +121.8% | -89.9% | +29.5% |
| 1Y | +37.1% | +40.7% | -3.5% | +35.8% |
| All | +53.4% | -56.5% | +109.8% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling