+32.6%
UNP vs APD
+6.0%
+26.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -5.3% | -2.2% | -3.1% | -5.0% |
| 30D | -1.5% | +2.1% | -3.6% | -1.9% |
| 3M | +10.3% | +7.2% | +3.1% | +9.0% |
| 6M | +9.7% | +11.2% | -1.6% | +7.8% |
| YTD | +27.1% | +24.4% | +2.7% | +23.3% |
| 1Y | +32.6% | +6.7% | +25.9% | +28.3% |
| All | +32.6% | +6.0% | +26.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling