+38.9%
UNP vs APD
+23.7%
+15.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.1% | +2.2% | -0.1% | +1.6% |
| 30D | +7.7% | +9.4% | -1.7% | +5.7% |
| 3M | +4.0% | +4.7% | -0.6% | +2.8% |
| 6M | +15.7% | +5.5% | +10.2% | +14.3% |
| YTD | +33.5% | +31.4% | +2.1% | +26.7% |
| 1Y | +38.9% | +24.1% | +14.8% | +33.0% |
| All | +38.9% | +23.7% | +15.3% | +33.0% |
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