+54.0%
UNP vs AMCR
-9.6%
+63.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -5.0% | +3.8% | +0.6% |
| 30D | -2.0% | -8.0% | +6.0% | +0.9% |
| 3M | +7.5% | +14.3% | -6.8% | +2.0% |
| 6M | +15.3% | +5.3% | +10.0% | +12.2% |
| YTD | +25.4% | +7.7% | +17.7% | +20.3% |
| 1Y | +35.6% | +10.8% | +24.8% | +28.3% |
| 3Y | +44.1% | +9.6% | +34.6% | +33.5% |
| 5Y | +54.0% | -10.2% | +64.2% | +58.6% |
| All | +54.0% | -9.6% | +63.6% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling