+1,349.7%
ADP vs EXEL
+340.0%
+1,009.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | +14.9% | +19.0% | -4.1% | +13.1% |
| 3M | +11.6% | +33.3% | -21.7% | +8.6% |
| 6M | +48.5% | +42.9% | +5.6% | +43.3% |
| YTD | +20.6% | +58.7% | -38.2% | +15.0% |
| 1Y | +23.7% | +70.5% | -46.8% | +17.1% |
| 3Y | +47.8% | +233.8% | -186.0% | +29.9% |
| 5Y | +47.7% | +259.3% | -211.6% | +28.1% |
| 10Y | +324.0% | +484.1% | -160.2% | +239.3% |
| All | +1,349.7% | +340.0% | +1,009.7% | +815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling