+9,339.3%
UNP vs ADP
+12,213.2%
-2,873.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -4.6% | +3.2% | -7.8% | -5.8% |
| 30D | +5.6% | +14.9% | -9.3% | -0.3% |
| 3M | -1.3% | +11.6% | -12.9% | -6.0% |
| 6M | +9.2% | +48.5% | -39.2% | -8.1% |
| YTD | +27.3% | +20.6% | +6.8% | +15.7% |
| 1Y | +35.9% | +23.7% | +12.2% | +22.2% |
| 3Y | +45.5% | +47.8% | -2.3% | +20.7% |
| 5Y | +36.0% | +47.7% | -11.7% | +11.5% |
| 10Y | +307.2% | +324.0% | -16.8% | +115.3% |
| All | +9,339.3% | +12,213.2% | -2,873.9% | +1,559.4% |
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