+270.5%
ADP vs EXEL
+380.2%
-109.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.2% |
| 7D | -5.5% | +1.4% | -6.8% | -5.7% |
| 30D | -1.2% | +6.7% | -7.9% | -2.1% |
| 3M | +17.9% | +11.5% | +6.4% | +15.9% |
| 6M | +20.3% | +38.8% | -18.5% | +14.3% |
| YTD | +5.8% | +31.6% | -25.7% | +1.2% |
| 1Y | -7.7% | +53.0% | -60.7% | -14.0% |
| 3Y | +14.7% | +160.8% | -146.1% | -3.3% |
| 5Y | +45.8% | +190.1% | -144.3% | +19.4% |
| 10Y | +270.5% | +367.0% | -96.5% | +188.0% |
| All | +270.5% | +380.2% | -109.7% | +188.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling