+883.4%
APH vs UNP
+301.6%
+581.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +5.4% |
| 7D | -5.9% | -4.6% | -1.4% | -3.8% |
| 30D | -14.8% | +5.6% | -20.4% | -17.4% |
| 3M | -12.4% | -1.3% | -11.1% | -12.4% |
| 6M | +8.1% | +9.2% | -1.2% | +1.8% |
| YTD | +10.9% | +27.3% | -16.4% | -4.1% |
| 1Y | +8.8% | +35.9% | -27.1% | -9.4% |
| 3Y | +262.1% | +45.5% | +216.6% | +183.5% |
| 5Y | +283.1% | +36.0% | +247.2% | +207.0% |
| All | +883.4% | +301.6% | +581.8% | +464.2% |
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