+40.2%
UNP vs AMT
-15.7%
+55.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +4.2% | +1.5% | +2.7% | +3.9% |
| 30D | +5.6% | +6.8% | -1.2% | +4.0% |
| 3M | +2.0% | +11.2% | -9.2% | -0.6% |
| 6M | +15.4% | +12.5% | +2.9% | +11.7% |
| YTD | +32.7% | +12.5% | +20.2% | +28.2% |
| 1Y | +39.4% | +10.1% | +29.3% | +35.3% |
| 3Y | +54.3% | +16.0% | +38.3% | +43.4% |
| All | +40.2% | -15.7% | +55.9% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling