+368.7%
UNP vs AMC
-98.1%
+466.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | +0.1% |
| 7D | -5.3% | +2.3% | -7.7% | -5.4% |
| 30D | -1.5% | -0.7% | -0.8% | -1.6% |
| 3M | +10.3% | +35.2% | -24.9% | +9.3% |
| 6M | +9.7% | +124.6% | -114.9% | +7.4% |
| YTD | +27.1% | +69.9% | -42.8% | +25.1% |
| 1Y | +32.6% | -2.6% | +35.1% | +31.8% |
| 3Y | +40.0% | -79.8% | +119.8% | +41.3% |
| 5Y | +50.8% | -99.4% | +150.2% | +58.1% |
| 10Y | +278.6% | -98.9% | +377.5% | +278.7% |
| All | +368.7% | -98.1% | +466.8% | +311.8% |
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