+45.5%
UNP vs ALB
-27.5%
+73.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -0.7% | -4.4% | +3.7% | -0.5% |
| 30D | -1.1% | -1.2% | 0.0% | -1.1% |
| 3M | +7.9% | -13.3% | +21.2% | +8.8% |
| 6M | +14.6% | -19.8% | +34.4% | +15.8% |
| YTD | +26.6% | -7.9% | +34.5% | +26.1% |
| 1Y | +35.6% | +60.2% | -24.6% | +28.0% |
| 3Y | +45.5% | -26.4% | +71.9% | +41.9% |
| All | +45.5% | -27.5% | +73.0% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling