+293.8%
UNP vs ALB
+38.2%
+255.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -3.3% | +9.5% | -12.7% | -4.8% |
| 30D | +6.7% | -2.1% | +8.8% | +6.9% |
| 3M | +1.8% | -24.1% | +25.9% | +6.2% |
| 6M | +13.3% | -51.0% | +64.3% | +26.9% |
| YTD | +30.3% | -29.3% | +59.7% | +34.6% |
| 1Y | +36.9% | +3.2% | +33.8% | +31.1% |
| 3Y | +50.9% | -9.3% | +60.3% | +37.4% |
| 5Y | +37.9% | -61.6% | +99.6% | +47.5% |
| 10Y | +293.8% | +40.8% | +253.0% | +167.5% |
| All | +293.8% | +38.2% | +255.6% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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