+930.0%
APH vs UNP
+286.3%
+643.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | +4.9% | +4.2% | +0.6% | +2.8% |
| 30D | -5.4% | +5.6% | -11.0% | -8.1% |
| 3M | -5.5% | +2.0% | -7.5% | -6.9% |
| 6M | +25.9% | +15.4% | +10.5% | +15.3% |
| YTD | +16.4% | +32.7% | -16.4% | -1.6% |
| 1Y | +16.5% | +39.4% | -22.9% | -4.2% |
| 3Y | +270.9% | +54.3% | +216.6% | +181.3% |
| 5Y | +289.5% | +39.6% | +249.9% | +208.0% |
| All | +930.0% | +286.3% | +643.7% | +455.3% |
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