+287.5%
UNP vs APD
+165.1%
+122.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.7% | -2.5% | +1.7% | +0.4% |
| 30D | -1.1% | -1.9% | +0.7% | -0.4% |
| 3M | +7.9% | +8.2% | -0.4% | +3.5% |
| 6M | +14.6% | +10.7% | +3.9% | +8.6% |
| YTD | +26.6% | +22.9% | +3.7% | +13.9% |
| 1Y | +35.6% | +5.8% | +29.8% | +29.9% |
| 3Y | +45.5% | +7.8% | +37.7% | +33.9% |
| 5Y | +50.0% | +26.1% | +23.9% | +23.1% |
| All | +287.5% | +165.1% | +122.4% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling