+286.5%
UNP vs AME
+434.2%
-147.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -4.1% | +3.2% | +1.4% |
| 30D | +8.0% | -4.1% | +12.1% | +10.1% |
| 3M | +3.3% | -5.6% | +9.0% | +6.0% |
| 6M | +14.7% | +2.8% | +11.9% | +10.8% |
| YTD | +31.9% | +16.6% | +15.3% | +16.9% |
| 1Y | +37.1% | +21.1% | +16.0% | +18.4% |
| 3Y | +51.9% | +61.1% | -9.2% | +5.0% |
| 5Y | +39.3% | +76.6% | -37.3% | -11.2% |
| All | +286.5% | +434.2% | -147.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling