+284.1%
UNP vs ADM
+100.5%
+183.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.9% | -1.8% | +0.9% | -0.2% |
| 30D | +8.0% | -13.3% | +21.3% | +13.8% |
| 3M | +3.3% | -13.4% | +16.7% | +8.6% |
| 6M | +14.7% | -9.6% | +24.3% | +18.0% |
| YTD | +31.9% | +23.0% | +8.9% | +19.1% |
| 1Y | +37.1% | +27.4% | +9.7% | +21.8% |
| 3Y | +51.9% | +5.7% | +46.2% | +40.0% |
| 5Y | +39.3% | +22.1% | +17.2% | +13.4% |
| 10Y | +284.1% | +106.0% | +178.1% | +116.9% |
| All | +284.1% | +100.5% | +183.6% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling