+9,679.6%
UNP vs ADP
+12,298.0%
-2,618.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -0.9% | +3.2% | -4.1% | -2.2% |
| 30D | +8.0% | +12.8% | -4.8% | +2.7% |
| 3M | +3.3% | +12.3% | -9.0% | -1.8% |
| 6M | +14.7% | +45.4% | -30.7% | -2.6% |
| YTD | +31.9% | +21.4% | +10.5% | +19.6% |
| 1Y | +37.1% | +23.7% | +13.4% | +23.3% |
| 3Y | +51.9% | +43.6% | +8.2% | +27.6% |
| 5Y | +39.3% | +48.7% | -9.4% | +13.9% |
| 10Y | +284.1% | +316.1% | -32.0% | +104.5% |
| All | +9,679.6% | +12,298.0% | -2,618.5% | +1,614.3% |
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 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