+45.5%
UNP vs APA
+24.2%
+21.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.3% | -2.9% |
| 7D | -4.6% | -15.5% | +11.0% | -2.7% |
| 30D | +5.6% | +2.4% | +3.2% | +5.1% |
| 3M | -1.3% | +22.8% | -24.1% | -4.3% |
| 6M | +9.2% | +17.9% | -8.7% | +6.2% |
| YTD | +27.3% | +87.7% | -60.3% | +13.6% |
| 1Y | +35.9% | +94.2% | -58.3% | +20.4% |
| 3Y | +45.5% | +27.2% | +18.3% | +34.3% |
| All | +45.5% | +24.2% | +21.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling