+35.5%
UNP vs ACM
-46.1%
+81.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +1.9% |
| 7D | -3.3% | +6.9% | -10.2% | -3.8% |
| 30D | +6.7% | +19.1% | -12.4% | +5.4% |
| 3M | +1.8% | -6.9% | +8.7% | +1.8% |
| 6M | +13.3% | -12.0% | +25.4% | +13.6% |
| YTD | +30.3% | -25.1% | +55.5% | +32.7% |
| All | +35.5% | -46.1% | +81.5% | +38.9% |
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