+333.0%
APP vs UNP
+51.0%
+282.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +0.9% | -5.3% | +6.2% | +2.9% |
| 30D | -23.3% | -1.5% | -21.7% | -22.9% |
| 3M | -42.6% | +10.3% | -52.9% | -45.1% |
| 6M | -33.6% | +9.7% | -43.3% | -36.6% |
| YTD | -52.4% | +27.1% | -79.5% | -57.6% |
| 1Y | -35.9% | +32.6% | -68.5% | -44.4% |
| 3Y | +642.2% | +40.0% | +602.2% | +497.6% |
| All | +333.0% | +51.0% | +282.0% | +247.6% |
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 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