+378.5%
APP vs UNP
+45.9%
+332.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -10.0% | -1.1% | -8.9% | -9.8% |
| 3M | -44.6% | +7.9% | -52.5% | -46.4% |
| 6M | -37.9% | +14.6% | -52.5% | -41.4% |
| YTD | -53.7% | +26.6% | -80.3% | -58.2% |
| 1Y | -43.0% | +35.6% | -78.5% | -50.4% |
| 3Y | +640.8% | +45.5% | +595.3% | +496.4% |
| 5Y | +358.8% | +50.0% | +308.8% | +282.3% |
| All | +378.5% | +45.9% | +332.6% | +297.6% |
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