+20.5%
ADP vs EXEL
+92.4%
-71.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.6% |
| 7D | +6.4% | +9.8% | -3.4% | +6.5% |
| 30D | +16.6% | +23.6% | -7.0% | +17.2% |
| 3M | +12.9% | +29.9% | -17.0% | +13.7% |
| 6M | +45.7% | +64.7% | -19.0% | +47.9% |
| YTD | +20.6% | +66.0% | -45.3% | +22.1% |
| 1Y | +20.5% | +92.0% | -71.5% | +20.9% |
| All | +20.5% | +92.4% | -71.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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