+42.6%
UNP vs APTV
-46.4%
+89.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -3.0% | +1.4% |
| 7D | +3.6% | -1.9% | +5.5% | +3.7% |
| 30D | +11.4% | -1.4% | +12.8% | +11.4% |
| 3M | +4.6% | -9.3% | +13.9% | +5.0% |
| 6M | +18.3% | -27.3% | +45.6% | +18.9% |
| YTD | +35.4% | -43.1% | +78.5% | +41.6% |
| 1Y | +42.6% | -46.5% | +89.1% | +50.1% |
| All | +42.6% | -46.4% | +89.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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