+35.5%
UNP vs ALB
-1.1%
+36.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -3.3% | +9.5% | -12.7% | -3.4% |
| 30D | +6.7% | -2.1% | +8.8% | +6.8% |
| 3M | +1.8% | -24.1% | +25.9% | +2.3% |
| 6M | +13.3% | -51.0% | +64.3% | +15.4% |
| YTD | +30.3% | -29.3% | +59.7% | +32.2% |
| All | +35.5% | -1.1% | +36.6% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling