+37.9%
UNP vs ACM
+3.6%
+34.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +0.8% |
| 7D | -3.3% | +6.9% | -10.2% | -5.2% |
| 30D | +6.7% | +19.1% | -12.4% | +1.3% |
| 3M | +1.8% | -6.9% | +8.7% | +3.5% |
| 6M | +13.3% | -12.0% | +25.4% | +16.8% |
| YTD | +30.3% | -25.1% | +55.5% | +40.9% |
| 1Y | +36.9% | -45.4% | +82.3% | +67.3% |
| 3Y | +50.9% | -6.9% | +57.8% | +42.9% |
| 5Y | +37.9% | +3.7% | +34.2% | +22.9% |
| All | +37.9% | +3.6% | +34.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling