+16.4%
APH vs UNP
+44.1%
-27.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.8% | -6.1% |
| 7D | -2.4% | +3.6% | -6.0% | -2.3% |
| 30D | -9.5% | +11.4% | -20.8% | -9.5% |
| 3M | -7.6% | +4.6% | -12.2% | -7.3% |
| 6M | +12.4% | +18.3% | -5.9% | +9.8% |
| YTD | +17.5% | +35.4% | -17.9% | +9.2% |
| 1Y | +16.4% | +42.6% | -26.2% | +5.9% |
| All | +16.4% | +44.1% | -27.7% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling