+40.4%
UNP vs APTV
-77.1%
+117.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | +2.1% | -5.0% | +7.1% | +3.1% |
| 30D | +7.7% | -12.3% | +20.0% | +10.5% |
| 3M | +4.0% | -19.9% | +24.0% | +8.4% |
| 6M | +15.7% | -29.4% | +45.0% | +21.7% |
| YTD | +33.5% | -49.0% | +82.5% | +50.3% |
| 1Y | +38.9% | -53.1% | +92.0% | +59.4% |
| 3Y | +53.7% | -48.9% | +102.6% | +67.4% |
| 5Y | +40.4% | -77.2% | +117.7% | +84.0% |
| All | +40.4% | -77.1% | +117.6% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling