+278.9%
UNP vs APA
+8.7%
+270.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | +4.2% | +8.5% | -4.3% | +2.8% |
| 30D | +5.6% | +2.8% | +2.8% | +4.9% |
| 3M | +2.0% | +21.7% | -19.7% | -1.6% |
| 6M | +15.4% | +32.6% | -17.2% | +9.1% |
| YTD | +32.7% | +103.7% | -71.0% | +15.6% |
| 1Y | +39.4% | +101.8% | -62.4% | +21.5% |
| 3Y | +54.3% | +48.1% | +6.2% | +37.4% |
| 5Y | +39.6% | +91.9% | -52.3% | +14.3% |
| All | +278.9% | +8.7% | +270.2% | +170.2% |
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