-3.4%
UNH vs ADM
+23.4%
-26.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | +7.2% | -14.7% | +21.9% | +9.7% |
| 3M | +0.5% | -10.4% | +10.9% | +1.9% |
| 6M | +3.4% | -10.9% | +14.4% | +4.8% |
| YTD | +25.2% | +26.0% | -0.8% | +19.5% |
| 1Y | +22.7% | +26.5% | -3.8% | +17.1% |
| 3Y | -20.3% | +8.2% | -28.5% | -22.3% |
| 5Y | -3.4% | +24.0% | -27.4% | -8.8% |
| All | -3.4% | +23.4% | -26.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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