+9,321.7%
UNP vs ADP
+11,097.1%
-1,775.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +1.0% |
| 7D | -5.3% | -3.4% | -1.9% | -4.0% |
| 30D | -1.5% | +2.8% | -4.3% | -2.7% |
| 3M | +10.3% | +20.9% | -10.7% | +1.4% |
| 6M | +9.7% | +29.9% | -20.2% | -2.9% |
| YTD | +27.1% | +9.6% | +17.5% | +20.4% |
| 1Y | +32.6% | -5.3% | +37.8% | +33.3% |
| 3Y | +40.0% | +16.5% | +23.5% | +28.2% |
| 5Y | +50.8% | +49.4% | +1.4% | +23.3% |
| 10Y | +278.6% | +282.2% | -3.6% | +109.3% |
| All | +9,321.7% | +11,097.1% | -1,775.4% | +1,626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling