+32.6%
UNP vs ADP
-4.5%
+37.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.3% |
| 7D | -5.3% | -3.4% | -1.9% | -5.2% |
| 30D | -1.5% | +2.8% | -4.3% | -1.7% |
| 3M | +10.3% | +20.9% | -10.7% | +9.2% |
| 6M | +9.7% | +29.9% | -20.2% | +9.2% |
| YTD | +27.1% | +9.6% | +17.5% | +32.0% |
| 1Y | +32.6% | -5.3% | +37.8% | +42.3% |
| All | +32.6% | -4.5% | +37.1% | +42.3% |
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