+1,400.4%
UNP vs ACM
+233.3%
+1,167.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -4.6% | +5.4% | -9.9% | -6.5% |
| 30D | +5.6% | +15.1% | -9.5% | 0.0% |
| 3M | -1.3% | -10.5% | +9.2% | +2.1% |
| 6M | +9.2% | -19.7% | +28.9% | +16.9% |
| YTD | +27.3% | -28.8% | +56.2% | +41.6% |
| 1Y | +35.9% | -47.9% | +83.8% | +70.4% |
| 3Y | +45.5% | -12.4% | +57.8% | +45.6% |
| 5Y | +36.0% | +0.6% | +35.4% | +26.9% |
| 10Y | +307.2% | +161.3% | +145.9% | +144.9% |
| All | +1,400.4% | +233.3% | +1,167.1% | +613.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling