+9,562.1%
UNP vs APA
+858.7%
+8,703.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -3.3% | -8.7% | +5.5% | -1.6% |
| 30D | +6.7% | -2.4% | +9.1% | +6.9% |
| 3M | +1.8% | +19.0% | -17.2% | -2.2% |
| 6M | +13.3% | +26.8% | -13.5% | +7.0% |
| YTD | +30.3% | +87.3% | -57.0% | +12.9% |
| 1Y | +36.9% | +92.3% | -55.4% | +17.8% |
| 3Y | +50.9% | +37.3% | +13.7% | +34.0% |
| 5Y | +37.9% | +73.2% | -35.2% | +11.5% |
| 10Y | +293.8% | -0.9% | +294.7% | +187.2% |
| All | +9,562.1% | +858.7% | +8,703.4% | +4,920.8% |
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