+32.6%
UNP vs ACM
-45.8%
+78.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -5.3% | -3.7% | -1.6% | -5.1% |
| 30D | -1.5% | -11.1% | +9.6% | -1.0% |
| 3M | +10.3% | -8.0% | +18.2% | +10.6% |
| 6M | +9.7% | -29.7% | +39.3% | +12.3% |
| YTD | +27.1% | -29.4% | +56.5% | +30.2% |
| 1Y | +32.6% | -46.4% | +79.0% | +36.9% |
| All | +32.6% | -45.8% | +78.4% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling