+50.0%
UNP vs AME
+85.0%
-35.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -2.1% |
| 30D | -1.1% | -6.3% | +5.1% | +2.0% |
| 3M | +7.9% | +5.4% | +2.5% | +4.6% |
| 6M | +14.6% | +7.4% | +7.2% | +9.7% |
| YTD | +26.6% | +16.2% | +10.4% | +16.2% |
| 1Y | +35.6% | +26.8% | +8.8% | +18.5% |
| 3Y | +45.5% | +57.5% | -12.0% | +10.1% |
| 5Y | +50.0% | +84.8% | -34.9% | +0.7% |
| All | +50.0% | +85.0% | -35.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling