+5,458.3%
UNP vs ALB
+2,835.3%
+2,623.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.3% |
| 7D | -5.3% | -8.1% | +2.7% | -3.4% |
| 30D | -1.5% | +6.3% | -7.8% | -3.4% |
| 3M | +10.3% | -23.6% | +33.8% | +16.8% |
| 6M | +9.7% | -24.6% | +34.3% | +15.2% |
| YTD | +27.1% | -10.3% | +37.4% | +26.1% |
| 1Y | +32.6% | +61.5% | -28.9% | +10.3% |
| 3Y | +40.0% | -34.0% | +74.0% | +35.8% |
| 5Y | +50.8% | -44.6% | +95.4% | +44.0% |
| 10Y | +278.6% | +76.1% | +202.5% | +126.2% |
| All | +5,458.3% | +2,835.3% | +2,623.1% | +1,592.5% |
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