+282.5%
UNP vs ALB
+80.1%
+202.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.8% |
| 7D | -1.7% | -8.6% | +6.9% | -0.2% |
| 30D | -2.1% | -4.0% | +1.9% | -1.6% |
| 3M | +5.4% | -17.4% | +22.8% | +8.4% |
| 6M | +13.4% | -25.4% | +38.8% | +17.6% |
| YTD | +25.0% | -10.5% | +35.5% | +24.3% |
| 1Y | +34.6% | +75.8% | -41.3% | +16.2% |
| 3Y | +43.6% | -28.5% | +72.1% | +40.6% |
| 5Y | +51.7% | -45.1% | +96.8% | +50.3% |
| 10Y | +282.5% | +87.3% | +195.2% | +134.5% |
| All | +282.5% | +80.1% | +202.4% | +134.5% |
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