+271.8%
UNP vs ACM
+128.0%
+143.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -0.7% | -0.3% | -0.5% | -0.6% |
| 30D | -1.1% | -12.9% | +11.8% | +3.9% |
| 3M | +7.9% | -6.4% | +14.2% | +9.6% |
| 6M | +14.6% | -29.2% | +43.9% | +30.0% |
| YTD | +26.6% | -29.9% | +56.5% | +43.0% |
| 1Y | +35.6% | -47.3% | +82.8% | +72.2% |
| 3Y | +45.5% | -19.6% | +65.1% | +49.8% |
| 5Y | +50.0% | +5.5% | +44.5% | +33.5% |
| 10Y | +271.8% | +129.7% | +142.1% | +121.4% |
| All | +271.8% | +128.0% | +143.9% | +121.4% |
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