+365.7%
ALAB vs UNP
+25.5%
+340.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | -13.6% | -1.1% | -12.4% | -13.4% |
| 3M | -16.6% | +7.9% | -24.5% | -17.7% |
| 6M | +142.3% | +14.6% | +127.7% | +132.6% |
| YTD | +73.6% | +26.6% | +47.0% | +60.3% |
| 1Y | +33.7% | +35.6% | -1.9% | +18.8% |
| All | +365.7% | +25.5% | +340.1% | +264.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling