+293.8%
UNP vs ADP
+327.9%
-34.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -3.3% | +1.1% | -4.4% | -3.8% |
| 30D | +6.7% | +11.5% | -4.8% | +1.1% |
| 3M | +1.8% | +12.0% | -10.2% | -4.1% |
| 6M | +13.3% | +43.8% | -30.5% | -6.5% |
| YTD | +30.3% | +20.1% | +10.3% | +17.0% |
| 1Y | +36.9% | +22.3% | +14.6% | +21.6% |
| 3Y | +50.9% | +43.3% | +7.7% | +21.9% |
| 5Y | +37.9% | +47.3% | -9.4% | +7.4% |
| 10Y | +293.8% | +313.7% | -19.9% | +88.6% |
| All | +293.8% | +327.9% | -34.1% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling