+35.6%
UNP vs AMT
-20.2%
+55.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.0% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | +5.6% | +13.6% | -8.0% | +2.5% |
| 3M | -1.3% | +11.5% | -12.8% | -3.9% |
| 6M | +9.2% | +6.9% | +2.3% | +7.0% |
| YTD | +27.3% | +10.8% | +16.5% | +23.4% |
| 1Y | +35.9% | +10.3% | +25.6% | +31.8% |
| 3Y | +45.5% | +12.4% | +33.1% | +36.4% |
| All | +35.6% | -20.2% | +55.8% | +38.1% |
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