+951.3%
APH vs UNP
+321.0%
+630.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +7.0% |
| 7D | +1.1% | -3.3% | +4.3% | +2.8% |
| 30D | -7.5% | +6.7% | -14.2% | -10.7% |
| 3M | -4.4% | +1.8% | -6.2% | -5.8% |
| 6M | +26.5% | +13.3% | +13.1% | +17.0% |
| YTD | +20.0% | +30.3% | -10.3% | +2.6% |
| 1Y | +16.9% | +36.9% | -20.1% | -2.9% |
| 3Y | +288.5% | +50.9% | +237.6% | +198.5% |
| 5Y | +310.3% | +37.9% | +272.3% | +226.7% |
| 10Y | +951.3% | +293.8% | +657.5% | +497.1% |
| All | +951.3% | +321.0% | +630.3% | +497.1% |
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