+34.8%
UNP vs ADP
+48.7%
-14.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -4.6% | +3.2% | -7.8% | -5.7% |
| 30D | +5.6% | +14.9% | -9.3% | +0.3% |
| 3M | -1.3% | +11.6% | -12.9% | -5.5% |
| 6M | +9.2% | +48.5% | -39.2% | -6.9% |
| YTD | +27.3% | +20.6% | +6.8% | +18.6% |
| 1Y | +35.9% | +23.7% | +12.2% | +25.0% |
| 3Y | +45.5% | +47.8% | -2.3% | +22.4% |
| All | +34.8% | +48.7% | -14.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling