+316.1%
ADP vs EXC
+183.9%
+132.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +12.8% | +9.0% | +3.7% | +8.1% |
| 3M | +12.3% | +3.3% | +9.0% | +10.4% |
| 6M | +45.4% | +5.7% | +39.8% | +41.0% |
| YTD | +21.4% | +7.3% | +14.1% | +15.9% |
| 1Y | +23.7% | +2.9% | +20.8% | +20.4% |
| 3Y | +43.6% | +29.3% | +14.3% | +21.9% |
| 5Y | +48.7% | +40.1% | +8.7% | +18.4% |
| 10Y | +316.1% | +197.7% | +118.4% | +138.5% |
| All | +316.1% | +183.9% | +132.2% | +138.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling