+313.7%
ADP vs EXEL
+445.6%
-131.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | +1.1% | +2.3% | -1.2% | +0.7% |
| 30D | +11.5% | +19.8% | -8.3% | +8.6% |
| 3M | +12.0% | +32.7% | -20.6% | +7.5% |
| 6M | +43.8% | +49.0% | -5.2% | +35.3% |
| YTD | +20.1% | +63.7% | -43.6% | +10.9% |
| 1Y | +22.3% | +75.8% | -53.5% | +11.6% |
| 3Y | +43.3% | +241.3% | -198.0% | +15.1% |
| 5Y | +47.3% | +289.0% | -241.7% | +14.4% |
| 10Y | +313.7% | +377.6% | -63.9% | +217.4% |
| All | +313.7% | +445.6% | -131.8% | +217.4% |
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