+603.8%
UNP vs AMCR
+102.7%
+501.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -1.1% | -6.0% | +4.9% | +0.6% |
| 3M | +7.9% | +18.9% | -11.1% | +2.2% |
| 6M | +14.6% | +5.7% | +9.0% | +12.0% |
| YTD | +26.6% | +11.1% | +15.5% | +21.5% |
| 1Y | +35.6% | +14.4% | +21.1% | +28.7% |
| 3Y | +45.5% | +13.0% | +32.5% | +37.2% |
| 5Y | +50.0% | -7.5% | +57.5% | +49.4% |
| 10Y | +271.8% | +20.1% | +251.7% | +229.1% |
| All | +603.8% | +102.7% | +501.0% | +535.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling