+9,321.7%
UNP vs APD
+6,115.6%
+3,206.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -5.3% | -2.2% | -3.1% | -4.5% |
| 30D | -1.5% | +2.1% | -3.6% | -2.5% |
| 3M | +10.3% | +7.2% | +3.1% | +6.5% |
| 6M | +9.7% | +11.2% | -1.6% | +4.0% |
| YTD | +27.1% | +24.4% | +2.7% | +14.7% |
| 1Y | +32.6% | +6.7% | +25.9% | +26.8% |
| 3Y | +40.0% | +9.2% | +30.7% | +28.6% |
| 5Y | +50.8% | +27.4% | +23.5% | +27.6% |
| 10Y | +278.6% | +164.8% | +113.8% | +129.8% |
| All | +9,321.7% | +6,115.6% | +3,206.1% | +1,842.8% |
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