+1,397.6%
UNP vs ACM
+230.8%
+1,166.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -5.3% | -3.7% | -1.6% | -3.9% |
| 30D | -1.5% | -11.1% | +9.6% | +2.4% |
| 3M | +10.3% | -8.0% | +18.2% | +12.7% |
| 6M | +9.7% | -29.7% | +39.3% | +23.7% |
| YTD | +27.1% | -29.4% | +56.5% | +42.1% |
| 1Y | +32.6% | -46.4% | +79.0% | +64.4% |
| 3Y | +40.0% | -22.3% | +62.3% | +47.3% |
| 5Y | +50.8% | +4.5% | +46.4% | +38.5% |
| 10Y | +278.6% | +127.6% | +151.0% | +140.5% |
| All | +1,397.6% | +230.8% | +1,166.8% | +615.8% |
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