+3,857.1%
UNP vs AMT
+1,311.4%
+2,545.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +10.3% | -8.4% | +18.7% | +11.5% |
| 6M | +9.7% | -6.0% | +15.7% | +10.4% |
| YTD | +27.1% | +2.1% | +25.0% | +26.3% |
| 1Y | +32.6% | -6.4% | +39.0% | +33.3% |
| 3Y | +40.0% | +8.1% | +31.9% | +36.7% |
| 5Y | +50.8% | -31.9% | +82.8% | +56.4% |
| 10Y | +278.6% | +97.1% | +181.5% | +239.6% |
| All | +3,857.1% | +1,311.4% | +2,545.7% | +2,612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling