+46.9%
UNP vs ADP
+18.2%
+28.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.7% |
| 7D | -5.3% | -3.4% | -1.9% | -4.5% |
| 30D | -1.5% | +2.8% | -4.3% | -2.3% |
| 3M | +10.3% | +20.9% | -10.7% | +4.6% |
| 6M | +9.7% | +29.9% | -20.2% | +1.9% |
| YTD | +27.1% | +9.6% | +17.5% | +26.4% |
| 1Y | +32.6% | -5.3% | +37.8% | +40.5% |
| All | +46.9% | +18.2% | +28.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling