+284.1%
UNP vs ALB
+34.3%
+249.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.9% |
| 7D | -0.9% | +5.3% | -6.2% | -1.9% |
| 30D | +8.0% | -6.3% | +14.3% | +9.0% |
| 3M | +3.3% | -27.4% | +30.8% | +8.6% |
| 6M | +14.7% | -53.1% | +67.8% | +29.3% |
| YTD | +31.9% | -32.3% | +64.2% | +37.2% |
| 1Y | +37.1% | -7.3% | +44.4% | +33.9% |
| 3Y | +51.9% | -14.9% | +66.8% | +39.9% |
| 5Y | +39.3% | -62.0% | +101.3% | +48.6% |
| 10Y | +284.1% | +33.0% | +251.1% | +163.2% |
| All | +284.1% | +34.3% | +249.8% | +163.2% |
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