+520.8%
APP vs UNP
+52.8%
+468.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +48.9% | -2.1% | +51.0% | +49.4% |
| 30D | +49.4% | +7.3% | +42.1% | +45.5% |
| 3M | +27.0% | +3.6% | +23.4% | +24.9% |
| 6M | -15.4% | +15.8% | -31.2% | -20.4% |
| YTD | -39.9% | +32.6% | -72.5% | -46.9% |
| 1Y | -32.0% | +37.2% | -69.2% | -40.9% |
| 3Y | +824.3% | +52.6% | +771.7% | +629.5% |
| 5Y | +252.4% | +40.6% | +211.9% | +190.3% |
| All | +520.8% | +52.8% | +468.0% | +405.6% |
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 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