+30.8%
UNP vs AMDL
+102.5%
-71.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -17.6% | +17.0% | -0.3% |
| 7D | +4.2% | +37.2% | -33.0% | +3.6% |
| 30D | +5.6% | -24.0% | +29.6% | +5.7% |
| 3M | +2.0% | -1.0% | +3.0% | +1.3% |
| 6M | +15.4% | -3.2% | +18.6% | +13.5% |
| YTD | +32.7% | +232.2% | -199.5% | +23.4% |
| 1Y | +39.4% | +137.7% | -98.3% | +31.2% |
| All | +30.8% | +102.5% | -71.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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