+229.3%
APLD vs UNP
+37.0%
+192.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.5% |
| 7D | +2.7% | +4.2% | -1.5% | +0.6% |
| 30D | -21.4% | +5.6% | -27.0% | -23.8% |
| 3M | -47.8% | +2.0% | -49.9% | -48.6% |
| 6M | -64.9% | +15.4% | -80.3% | -68.4% |
| YTD | -34.9% | +32.7% | -67.6% | -46.2% |
| 1Y | -30.7% | +39.4% | -70.2% | -44.9% |
| 3Y | +305.3% | +54.3% | +251.0% | +187.4% |
| All | +229.3% | +37.0% | +192.3% | +120.0% |
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