+49.1%
ADP vs EXEL
+260.1%
-211.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | +14.9% | +19.0% | -4.1% | +12.4% |
| 3M | +11.6% | +33.3% | -21.7% | +7.5% |
| 6M | +48.5% | +42.9% | +5.6% | +41.3% |
| YTD | +20.6% | +58.7% | -38.2% | +12.6% |
| 1Y | +23.7% | +70.5% | -46.8% | +14.1% |
| 3Y | +47.8% | +233.8% | -186.0% | +16.6% |
| All | +49.1% | +260.1% | -211.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling