+28.7%
UNP vs AMIX
-99.9%
+128.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.8% | -9.5% | +2.3% |
| 7D | -3.3% | +1.2% | -4.4% | -3.3% |
| 30D | +6.7% | -45.3% | +52.0% | +7.0% |
| 3M | +1.8% | -83.1% | +84.9% | +2.6% |
| 6M | +13.3% | -76.9% | +90.2% | +12.7% |
| YTD | +30.3% | -85.3% | +115.6% | +30.1% |
| 1Y | +36.9% | -89.8% | +126.7% | +36.9% |
| All | +28.7% | -99.9% | +128.6% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 3y: compounded portfolio wealth divided by compounded AMIX 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…
3y analysis · Full analysis span regression · 6 months rolling