+5,468.7%
UNP vs ALB
+2,214.8%
+3,253.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -4.6% | +9.1% | -13.6% | -6.7% |
| 30D | +5.6% | -3.4% | +9.0% | +6.3% |
| 3M | -1.3% | -20.6% | +19.3% | +3.8% |
| 6M | +9.2% | -48.2% | +57.4% | +26.8% |
| YTD | +27.3% | -29.2% | +56.6% | +33.4% |
| 1Y | +35.9% | +10.0% | +25.9% | +26.0% |
| 3Y | +45.5% | -12.9% | +58.4% | +29.2% |
| 5Y | +36.0% | -61.3% | +97.3% | +42.9% |
| 10Y | +307.2% | +35.8% | +271.4% | +159.1% |
| All | +5,468.7% | +2,214.8% | +3,253.9% | +1,691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling