+9,321.7%
UNP vs APA
+815.8%
+8,505.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | -5.3% | +0.5% | -5.9% | -5.5% |
| 30D | -1.5% | +23.4% | -24.9% | -5.7% |
| 3M | +10.3% | +12.7% | -2.4% | +7.1% |
| 6M | +9.7% | +39.4% | -29.8% | +1.4% |
| YTD | +27.1% | +79.0% | -51.9% | +11.5% |
| 1Y | +32.6% | +88.8% | -56.3% | +14.4% |
| 3Y | +40.0% | +6.4% | +33.6% | +30.9% |
| 5Y | +50.8% | +153.0% | -102.1% | +12.8% |
| 10Y | +278.6% | +7.5% | +271.1% | +171.4% |
| All | +9,321.7% | +815.8% | +8,505.9% | +4,859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling