+24.5%
ALAB vs UNP
+44.1%
-19.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -3.3% |
| 7D | -24.9% | +3.6% | -28.5% | -22.9% |
| 30D | -38.4% | +11.4% | -49.7% | -33.6% |
| 3M | -38.3% | +4.6% | -42.9% | -35.3% |
| 6M | +10.9% | +18.3% | -7.3% | +23.6% |
| YTD | +34.2% | +35.4% | -1.2% | +56.3% |
| 1Y | +24.5% | +42.6% | -18.1% | +32.7% |
| All | +24.5% | +44.1% | -19.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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