+2,368.0%
ACN vs UNP
+3,326.7%
-958.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -3.4% |
| 7D | -2.5% | -3.3% | +0.7% | -1.1% |
| 30D | +22.6% | +6.7% | +15.9% | +19.2% |
| 3M | +45.9% | +1.8% | +44.1% | +44.5% |
| 6M | +43.8% | +13.3% | +30.5% | +35.5% |
| YTD | -2.5% | +30.3% | -32.8% | -14.5% |
| 1Y | +6.5% | +36.9% | -30.4% | -8.7% |
| 3Y | -14.2% | +50.9% | -65.1% | -30.2% |
| 5Y | -24.4% | +37.9% | -62.4% | -36.8% |
| 10Y | +156.3% | +293.8% | -137.5% | +33.8% |
| All | +2,368.0% | +3,326.7% | -958.6% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling