+42.6%
UNP vs ADP
+20.3%
+22.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.5% |
| 7D | +3.6% | +6.4% | -2.8% | +3.1% |
| 30D | +11.4% | +16.6% | -5.3% | +10.5% |
| 3M | +4.6% | +12.9% | -8.3% | +3.9% |
| 6M | +18.3% | +45.7% | -27.4% | +17.4% |
| YTD | +35.4% | +20.6% | +14.7% | +41.8% |
| 1Y | +42.6% | +20.5% | +22.1% | +49.6% |
| All | +42.6% | +20.3% | +22.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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