+293.8%
UNP vs ACM
+147.1%
+146.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +0.3% |
| 7D | -3.3% | +6.9% | -10.2% | -5.8% |
| 30D | +6.7% | +19.1% | -12.4% | -0.6% |
| 3M | +1.8% | -6.9% | +8.7% | +3.9% |
| 6M | +13.3% | -12.0% | +25.4% | +17.3% |
| YTD | +30.3% | -25.1% | +55.5% | +43.0% |
| 1Y | +36.9% | -45.4% | +82.3% | +71.9% |
| 3Y | +50.9% | -6.9% | +57.8% | +45.6% |
| 5Y | +37.9% | +3.7% | +34.2% | +24.3% |
| 10Y | +293.8% | +135.8% | +158.0% | +132.9% |
| All | +293.8% | +147.1% | +146.7% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling