+278.9%
UNP vs ALB
+32.4%
+246.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +4.2% | -5.8% | +10.0% | +5.2% |
| 30D | +5.6% | -4.5% | +10.1% | +6.2% |
| 3M | +2.0% | -28.1% | +30.1% | +7.4% |
| 6M | +15.4% | -53.2% | +68.6% | +30.2% |
| YTD | +32.7% | -33.3% | +66.0% | +38.3% |
| 1Y | +39.4% | -17.4% | +56.9% | +39.2% |
| 3Y | +54.3% | -14.1% | +68.4% | +41.6% |
| 5Y | +39.6% | -64.0% | +103.7% | +51.1% |
| All | +278.9% | +32.4% | +246.5% | +154.3% |
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