+281.1%
UNP vs APA
+7.0%
+274.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | +2.1% | +9.6% | -7.5% | +0.6% |
| 30D | +7.7% | -0.2% | +8.0% | +7.5% |
| 3M | +4.0% | +19.8% | -15.8% | +0.6% |
| 6M | +15.7% | +30.1% | -14.4% | +9.7% |
| YTD | +33.5% | +100.4% | -66.9% | +16.6% |
| 1Y | +38.9% | +105.2% | -66.3% | +20.7% |
| 3Y | +53.7% | +44.6% | +9.1% | +37.4% |
| 5Y | +40.4% | +88.8% | -48.4% | +15.2% |
| All | +281.1% | +7.0% | +274.1% | +172.5% |
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