+1,254.4%
AAPL vs UNP
+287.3%
+967.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | -0.5% | -1.2% | +0.7% | +0.1% |
| 30D | +7.1% | -2.0% | +9.1% | +8.0% |
| 3M | +12.1% | +7.5% | +4.6% | +7.6% |
| 6M | +25.4% | +15.3% | +10.1% | +15.6% |
| YTD | +20.5% | +25.4% | -5.0% | +6.2% |
| 1Y | +44.5% | +35.6% | +8.9% | +22.2% |
| 3Y | +85.8% | +44.1% | +41.6% | +50.1% |
| 5Y | +124.8% | +54.0% | +70.8% | +72.3% |
| All | +1,254.4% | +287.3% | +967.0% | +674.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling