+955.2%
APH vs UNP
+293.6%
+661.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.5% |
| 7D | -5.0% | -0.9% | -4.1% | -4.6% |
| 30D | -8.4% | +8.0% | -16.4% | -12.1% |
| 3M | -4.5% | +3.3% | -7.8% | -6.6% |
| 6M | +25.3% | +14.7% | +10.6% | +15.1% |
| YTD | +18.9% | +31.9% | -13.0% | +0.9% |
| 1Y | +11.9% | +37.1% | -25.2% | -7.1% |
| 3Y | +278.0% | +51.9% | +226.1% | +189.3% |
| 5Y | +306.4% | +39.3% | +267.1% | +221.8% |
| 10Y | +955.2% | +284.1% | +671.1% | +476.5% |
| All | +955.2% | +293.6% | +661.5% | +476.5% |
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