+9,562.1%
UNP vs AME
+18,777.7%
-9,215.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +0.7% |
| 7D | -3.3% | -1.5% | -1.7% | -2.9% |
| 30D | +6.7% | -4.2% | +10.9% | +8.1% |
| 3M | +1.8% | -5.9% | +7.7% | +3.6% |
| 6M | +13.3% | +2.8% | +10.5% | +11.2% |
| YTD | +30.3% | +16.6% | +13.8% | +21.6% |
| 1Y | +36.9% | +22.1% | +14.8% | +25.4% |
| 3Y | +50.9% | +64.7% | -13.8% | +21.7% |
| 5Y | +37.9% | +76.6% | -38.6% | +7.9% |
| 10Y | +293.8% | +443.9% | -150.1% | +107.9% |
| All | +9,562.1% | +18,777.7% | -9,215.6% | +2,460.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling