+696.3%
UNP vs APTV
+194.6%
+501.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.8% |
| 7D | -5.3% | +4.8% | -10.2% | -6.7% |
| 30D | -1.5% | +2.0% | -3.5% | -2.4% |
| 3M | +10.3% | -34.2% | +44.5% | +23.7% |
| 6M | +9.7% | -34.7% | +44.3% | +21.8% |
| YTD | +27.1% | -37.0% | +64.1% | +42.2% |
| 1Y | +32.6% | -40.4% | +73.0% | +50.4% |
| 3Y | +40.0% | -54.1% | +94.1% | +66.4% |
| 5Y | +50.8% | -68.0% | +118.9% | +94.1% |
| 10Y | +278.6% | -15.5% | +294.1% | +204.1% |
| All | +696.3% | +194.6% | +501.8% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling