+32.6%
UNP vs AMT
-7.7%
+40.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -1.5% | +4.6% | -6.2% | -2.3% |
| 3M | +10.3% | -8.4% | +18.7% | +12.3% |
| 6M | +9.7% | -6.0% | +15.7% | +11.1% |
| YTD | +27.1% | +2.1% | +25.0% | +25.7% |
| 1Y | +32.6% | -6.4% | +39.0% | +31.0% |
| All | +32.6% | -7.7% | +40.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling