+1,697.2%
ACN vs UNP
+3,241.4%
-1,544.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | -5.3% | +3.8% | +0.9% |
| 30D | +9.4% | -1.5% | +10.9% | +10.0% |
| 3M | +5.6% | +10.3% | -4.6% | +1.0% |
| 6M | -9.3% | +9.7% | -18.9% | -13.8% |
| YTD | -29.0% | +27.1% | -56.1% | -37.0% |
| 1Y | -24.7% | +32.6% | -57.2% | -34.5% |
| 3Y | -39.8% | +40.0% | -79.8% | -49.4% |
| 5Y | -40.9% | +50.8% | -91.8% | -52.5% |
| 10Y | +91.1% | +278.6% | -187.5% | +1.4% |
| All | +1,697.2% | +3,241.4% | -1,544.2% | +207.2% |
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