+220.6%
APLD vs UNP
+31.4%
+189.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.6% | +12.4% | +11.1% |
| 7D | -12.7% | -4.6% | -8.2% | -10.7% |
| 30D | -34.7% | +5.6% | -40.3% | -36.9% |
| 3M | -46.1% | -1.3% | -44.8% | -46.1% |
| 6M | -64.9% | +9.2% | -74.1% | -67.4% |
| YTD | -36.6% | +27.3% | -63.9% | -46.5% |
| 1Y | -50.0% | +35.9% | -85.9% | -59.7% |
| 3Y | +190.1% | +45.5% | +144.6% | +113.2% |
| All | +220.6% | +31.4% | +189.2% | +118.6% |
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 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