+292.6%
APP vs UNP
+35.3%
+257.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +10.6% |
| 7D | +71.2% | -4.6% | +75.8% | +72.9% |
| 30D | +39.1% | +5.6% | +33.4% | +35.4% |
| 3M | +16.5% | -1.3% | +17.9% | +16.1% |
| 6M | -16.6% | +9.2% | -25.8% | -20.6% |
| YTD | -41.9% | +27.3% | -69.3% | -48.8% |
| 1Y | -37.0% | +35.9% | -73.0% | -46.4% |
| 3Y | +892.4% | +45.5% | +847.0% | +668.4% |
| All | +292.6% | +35.3% | +257.3% | +217.4% |
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