+4,596.2%
UNP vs ACGL
+4,853.1%
-256.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.9% |
| 7D | -4.6% | +0.9% | -5.4% | -4.8% |
| 30D | +5.6% | +13.7% | -8.1% | +2.3% |
| 3M | -1.3% | +8.0% | -9.4% | -3.3% |
| 6M | +9.2% | +13.3% | -4.0% | +5.6% |
| YTD | +27.3% | +11.8% | +15.5% | +23.4% |
| 1Y | +35.9% | +22.2% | +13.7% | +28.7% |
| 3Y | +45.5% | +32.5% | +13.0% | +33.5% |
| 5Y | +36.0% | +160.2% | -124.2% | +4.0% |
| 10Y | +307.2% | +338.5% | -31.3% | +173.5% |
| All | +4,596.2% | +4,853.1% | -256.8% | +2,413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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