+87.4%
ADP vs EXE
+191.4%
-103.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | +2.8% | +8.5% | -5.7% | +1.6% |
| 3M | +20.9% | +5.5% | +15.5% | +19.9% |
| 6M | +29.9% | -5.9% | +35.8% | +30.7% |
| YTD | +9.6% | -9.7% | +19.4% | +10.8% |
| 1Y | -5.3% | +3.6% | -8.8% | -6.5% |
| 3Y | +16.5% | +18.0% | -1.6% | +12.2% |
| 5Y | +49.4% | +109.4% | -60.0% | +36.2% |
| All | +87.4% | +191.4% | -103.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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