-42.9%
ACN vs UNP
+51.4%
-94.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | +1.9% | -1.1% | +3.0% | +2.3% |
| 3M | +3.9% | +7.9% | -4.0% | +0.2% |
| 6M | -15.0% | +14.6% | -29.6% | -20.8% |
| YTD | -31.9% | +26.6% | -58.5% | -39.9% |
| 1Y | -28.5% | +35.6% | -64.1% | -39.1% |
| 3Y | -41.9% | +45.5% | -87.4% | -53.0% |
| 5Y | -42.9% | +50.0% | -92.8% | -55.1% |
| All | -42.9% | +51.4% | -94.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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