+369.6%
UNP vs AMC
-97.7%
+467.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.6% | -2.7% |
| 7D | -4.6% | +2.6% | -7.2% | -4.6% |
| 30D | +5.6% | +9.0% | -3.4% | +5.4% |
| 3M | -1.3% | +22.2% | -23.5% | -1.8% |
| 6M | +9.2% | +91.5% | -82.2% | +7.4% |
| YTD | +27.3% | +101.3% | -73.9% | +24.8% |
| 1Y | +35.9% | +20.8% | +15.1% | +34.5% |
| 3Y | +45.5% | -71.3% | +116.8% | +46.2% |
| 5Y | +36.0% | -99.2% | +135.2% | +42.0% |
| 10Y | +307.2% | -98.7% | +405.9% | +308.4% |
| All | +369.6% | -97.7% | +467.3% | +310.9% |
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 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