+282.5%
UNP vs APA
-1.1%
+283.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.8% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.1% | +9.3% | -11.4% | -3.6% |
| 3M | +5.4% | +23.3% | -17.9% | +1.4% |
| 6M | +13.4% | +39.5% | -26.1% | +6.0% |
| YTD | +25.0% | +87.6% | -62.7% | +10.6% |
| 1Y | +34.6% | +114.2% | -79.7% | +15.8% |
| 3Y | +43.6% | +13.6% | +30.1% | +34.0% |
| 5Y | +51.7% | +175.6% | -123.9% | +16.0% |
| 10Y | +282.5% | -2.6% | +285.2% | +180.6% |
| All | +282.5% | -1.1% | +283.7% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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