-5.3%
ADP vs EXC
+2.6%
-7.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | -3.4% | -0.7% | -2.8% | -3.4% |
| 30D | +2.8% | -4.6% | +7.4% | +3.2% |
| 3M | +20.9% | -2.2% | +23.1% | +21.8% |
| 6M | +29.9% | -10.6% | +40.4% | +30.2% |
| YTD | +9.6% | +1.9% | +7.7% | +10.3% |
| 1Y | -5.3% | +3.4% | -8.7% | -3.7% |
| All | -5.3% | +2.6% | -7.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling