+135.1%
ADI vs UNP
+48.4%
+86.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | +2.6% | -1.7% | +4.4% | +3.6% |
| 30D | -4.6% | -2.1% | -2.5% | -3.6% |
| 3M | -9.5% | +5.4% | -14.9% | -12.7% |
| 6M | +14.8% | +13.4% | +1.5% | +5.9% |
| YTD | +35.8% | +25.0% | +10.9% | +18.3% |
| 1Y | +48.9% | +34.6% | +14.4% | +24.2% |
| 3Y | +115.6% | +43.6% | +71.9% | +74.3% |
| 5Y | +135.1% | +51.7% | +83.4% | +84.1% |
| All | +135.1% | +48.4% | +86.7% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 5y: compounded portfolio wealth divided by compounded UNP 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…
5y analysis · Full analysis span regression · 6 months rolling