+51.7%
UNP vs ACHR
-44.8%
+96.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.4% | -1.0% |
| 7D | -1.7% | -2.7% | +0.9% | -1.6% |
| 30D | -2.1% | -12.1% | +10.0% | -1.6% |
| 3M | +5.4% | +3.4% | +2.1% | +4.8% |
| 6M | +13.4% | -15.6% | +29.0% | +13.6% |
| YTD | +25.0% | -26.9% | +51.8% | +25.9% |
| 1Y | +34.6% | -34.8% | +69.3% | +35.8% |
| 3Y | +43.6% | -19.2% | +62.9% | +37.9% |
| 5Y | +51.7% | -43.8% | +95.5% | +34.3% |
| All | +51.7% | -44.8% | +96.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling