+528.8%
APP vs UNP
+50.3%
+478.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.2% |
| 7D | +79.2% | -3.3% | +82.4% | +80.2% |
| 30D | +48.0% | +6.7% | +41.3% | +44.2% |
| 3M | +18.2% | +1.8% | +16.4% | +16.8% |
| 6M | -12.5% | +13.3% | -25.8% | -17.2% |
| YTD | -39.2% | +30.3% | -69.5% | -46.0% |
| 1Y | -33.9% | +36.9% | -70.8% | -42.7% |
| 3Y | +933.3% | +50.9% | +882.3% | +716.7% |
| 5Y | +295.9% | +37.9% | +257.9% | +227.5% |
| All | +528.8% | +50.3% | +478.6% | +414.5% |
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