+944.2%
APH vs UNP
+287.8%
+656.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.5% |
| 30D | -8.0% | +7.3% | -15.3% | -11.4% |
| 3M | -5.0% | +3.6% | -8.6% | -7.2% |
| 6M | +29.9% | +15.8% | +14.1% | +18.8% |
| YTD | +18.0% | +32.6% | -14.6% | -0.1% |
| 1Y | +11.3% | +37.2% | -25.9% | -7.6% |
| 3Y | +274.9% | +52.6% | +222.3% | +186.3% |
| 5Y | +300.6% | +40.6% | +260.0% | +215.6% |
| 10Y | +944.2% | +288.4% | +655.8% | +466.6% |
| All | +944.2% | +287.8% | +656.5% | +466.6% |
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