+52.2%
UNP vs ADM
+62.5%
-10.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.3% | +3.8% | -9.1% | -6.2% |
| 30D | -1.5% | +9.8% | -11.3% | -3.8% |
| 3M | +10.3% | +2.1% | +8.1% | +9.4% |
| 6M | +9.7% | +27.5% | -17.8% | +2.8% |
| YTD | +27.1% | +50.2% | -23.1% | +14.2% |
| 1Y | +32.6% | +40.6% | -8.0% | +20.8% |
| 3Y | +40.0% | +17.2% | +22.8% | +32.0% |
| All | +52.2% | +62.5% | -10.3% | +21.6% |
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