+37,071.2%
ADI vs UNP
+9,690.0%
+27,381.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.5% |
| 7D | +0.4% | -5.3% | +5.8% | +3.1% |
| 30D | -3.8% | -1.5% | -2.2% | -3.2% |
| 3M | -15.3% | +10.3% | -25.5% | -19.7% |
| 6M | +6.7% | +9.7% | -3.0% | +1.3% |
| YTD | +34.8% | +27.1% | +7.7% | +18.8% |
| 1Y | +49.0% | +32.6% | +16.5% | +28.6% |
| 3Y | +108.1% | +40.0% | +68.1% | +74.7% |
| 5Y | +142.4% | +50.8% | +91.6% | +93.1% |
| 10Y | +589.9% | +278.6% | +311.3% | +255.3% |
| All | +37,071.2% | +9,690.0% | +27,381.2% | +3,716.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling