+392.3%
UNP vs AMC
-97.6%
+489.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | +2.1% | +8.4% | -6.3% | +1.9% |
| 30D | +7.7% | +9.2% | -1.4% | +7.5% |
| 3M | +4.0% | +32.0% | -28.0% | +3.4% |
| 6M | +15.7% | +149.3% | -133.6% | +13.1% |
| YTD | +33.5% | +114.1% | -80.6% | +30.7% |
| 1Y | +38.9% | +35.8% | +3.2% | +37.2% |
| 3Y | +53.7% | -58.3% | +112.0% | +53.3% |
| 5Y | +40.4% | -99.2% | +139.6% | +46.4% |
| 10Y | +291.1% | -98.8% | +389.9% | +300.3% |
| All | +392.3% | -97.6% | +489.9% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling