+11,853.5%
ADP vs EXC
+2,466.8%
+9,386.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.1% | -1.7% | +2.8% | +1.7% |
| 30D | +11.5% | +9.3% | +2.2% | +8.3% |
| 3M | +12.0% | +1.0% | +11.0% | +11.6% |
| 6M | +43.8% | +5.9% | +37.9% | +40.9% |
| YTD | +20.1% | +7.6% | +12.4% | +16.5% |
| 1Y | +22.3% | +2.4% | +19.9% | +20.5% |
| 3Y | +43.3% | +30.2% | +13.0% | +29.3% |
| 5Y | +47.3% | +41.4% | +6.0% | +28.7% |
| 10Y | +313.7% | +183.8% | +129.9% | +190.8% |
| All | +11,853.5% | +2,466.8% | +9,386.8% | +4,530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling