+59.4%
UNP vs ACHR
-46.3%
+105.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -1.2% | -5.4% | +4.2% | -0.9% |
| 30D | -2.0% | -19.7% | +17.8% | -1.0% |
| 3M | +7.5% | +7.9% | -0.4% | +6.6% |
| 6M | +15.3% | -13.8% | +29.1% | +15.4% |
| YTD | +25.4% | -27.5% | +52.9% | +26.4% |
| 1Y | +35.6% | -33.9% | +69.5% | +36.7% |
| 3Y | +44.1% | -20.0% | +64.1% | +38.6% |
| 5Y | +54.0% | -44.0% | +98.0% | +40.4% |
| All | +59.4% | -46.3% | +105.7% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling