+9,339.3%
UNP vs APD
+6,189.3%
+3,150.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | -4.6% | -3.7% | -0.9% | -3.0% |
| 30D | +5.6% | +9.6% | -4.0% | +1.6% |
| 3M | -1.3% | +1.6% | -3.0% | -2.1% |
| 6M | +9.2% | +2.2% | +7.1% | +7.7% |
| YTD | +27.3% | +25.9% | +1.5% | +14.4% |
| 1Y | +35.9% | +20.1% | +15.8% | +24.1% |
| 3Y | +45.5% | +12.4% | +33.1% | +32.1% |
| 5Y | +36.0% | +11.1% | +24.9% | +22.3% |
| 10Y | +307.2% | +190.1% | +117.1% | +138.0% |
| All | +9,339.3% | +6,189.3% | +3,150.0% | +1,837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling