+9,679.5%
UNP vs ADM
+1,545.4%
+8,134.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.9% | -1.8% | +0.9% | -0.4% |
| 30D | +8.0% | -13.3% | +21.3% | +12.6% |
| 3M | +3.3% | -13.4% | +16.7% | +7.5% |
| 6M | +14.7% | -9.6% | +24.3% | +17.5% |
| YTD | +31.9% | +23.0% | +8.9% | +22.4% |
| 1Y | +37.1% | +27.4% | +9.7% | +25.8% |
| 3Y | +51.9% | +5.7% | +46.2% | +43.0% |
| 5Y | +39.3% | +22.1% | +17.2% | +23.8% |
| 10Y | +284.1% | +106.0% | +178.1% | +187.5% |
| All | +9,679.5% | +1,545.4% | +8,134.2% | +4,054.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling