+296.4%
APH vs UNP
+41.3%
+255.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +11.1% | +2.1% | +9.0% | +10.2% |
| 30D | -7.3% | +7.7% | -15.0% | -10.1% |
| 3M | -6.2% | +4.0% | -10.2% | -8.0% |
| 6M | +24.9% | +15.7% | +9.3% | +16.1% |
| YTD | +18.4% | +33.5% | -15.1% | +2.5% |
| 1Y | +13.0% | +38.9% | -26.0% | -4.3% |
| 3Y | +276.4% | +53.7% | +222.7% | +193.5% |
| 5Y | +296.4% | +40.4% | +256.0% | +214.0% |
| All | +296.4% | +41.3% | +255.1% | +214.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling