+9,321.7%
UNP vs AME
+18,709.1%
-9,387.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -5.3% | +0.6% | -6.0% | -5.6% |
| 30D | -1.5% | -6.7% | +5.1% | +1.1% |
| 3M | +10.3% | +4.1% | +6.2% | +8.3% |
| 6M | +9.7% | +1.6% | +8.1% | +8.5% |
| YTD | +27.1% | +16.1% | +11.0% | +19.3% |
| 1Y | +32.6% | +27.3% | +5.2% | +19.8% |
| 3Y | +40.0% | +50.9% | -10.9% | +17.3% |
| 5Y | +50.8% | +81.4% | -30.5% | +17.3% |
| 10Y | +278.6% | +417.0% | -138.3% | +104.3% |
| All | +9,321.7% | +18,709.1% | -9,387.4% | +2,413.3% |
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