+34.6%
UNP vs ADM
+42.9%
-8.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -2.1% | +8.2% | -10.3% | -3.0% |
| 3M | +5.4% | +8.7% | -3.3% | +4.3% |
| 6M | +13.4% | +29.1% | -15.7% | +9.2% |
| YTD | +25.0% | +53.7% | -28.7% | +17.3% |
| 1Y | +34.6% | +43.2% | -8.7% | +26.3% |
| All | +34.6% | +42.9% | -8.3% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling