+61,451.9%
APH vs UNP
+7,027.1%
+54,424.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.7% | -44.1% | -46.2% |
| 7D | -48.7% | -5.4% | -43.3% | -46.7% |
| 30D | -51.9% | -1.5% | -50.4% | -50.9% |
| 3M | -43.6% | +10.3% | -53.8% | -45.4% |
| 6M | -37.5% | +9.7% | -47.2% | -39.7% |
| YTD | -38.6% | +27.1% | -65.7% | -44.6% |
| 1Y | -26.3% | +32.6% | -58.9% | -35.0% |
| 3Y | +89.2% | +40.0% | +49.2% | +60.9% |
| 5Y | +119.8% | +50.8% | +69.0% | +79.3% |
| 10Y | +454.3% | +278.6% | +175.6% | +199.1% |
| All | +61,451.9% | +7,027.1% | +54,424.9% | +12,597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling