-8.3%
ADP vs EXEL
+54.7%
-63.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.0% |
| 7D | -5.7% | -0.3% | -5.3% | -5.7% |
| 30D | -3.1% | +10.1% | -13.2% | -2.9% |
| 3M | +15.6% | +10.1% | +5.5% | +15.8% |
| 6M | +20.8% | +37.7% | -16.9% | +21.0% |
| YTD | +4.7% | +33.1% | -28.3% | +4.8% |
| 1Y | -8.3% | +52.4% | -60.7% | -9.0% |
| All | -8.3% | +54.7% | -63.0% | -9.0% |
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 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