+2,537.5%
UNP vs AMP
+2,108.3%
+429.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.7% | +2.6% | -3.3% | -1.8% |
| 30D | -1.1% | +0.8% | -2.0% | -1.5% |
| 3M | +7.9% | +24.3% | -16.4% | -1.4% |
| 6M | +14.6% | +20.6% | -5.9% | +5.7% |
| YTD | +26.6% | +14.6% | +11.9% | +18.6% |
| 1Y | +35.6% | +14.5% | +21.0% | +26.7% |
| 3Y | +45.5% | +67.9% | -22.4% | +14.9% |
| 5Y | +50.0% | +122.5% | -72.5% | +3.6% |
| 10Y | +271.8% | +573.3% | -301.5% | +55.3% |
| All | +2,537.5% | +2,108.3% | +429.2% | +573.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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