+1,218.3%
ADP vs EXEL
+273.2%
+945.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.4% | +8.4% | -11.8% | -4.2% |
| 30D | +2.8% | +4.1% | -1.3% | +2.3% |
| 3M | +20.9% | +12.4% | +8.5% | +19.5% |
| 6M | +29.9% | +41.5% | -11.7% | +25.3% |
| YTD | +9.6% | +34.6% | -25.0% | +6.2% |
| 1Y | -5.3% | +57.9% | -63.1% | -9.8% |
| 3Y | +16.5% | +159.5% | -143.0% | +4.7% |
| 5Y | +49.4% | +198.5% | -149.1% | +31.7% |
| 10Y | +282.2% | +411.4% | -129.2% | +208.7% |
| All | +1,218.3% | +273.2% | +945.1% | +745.1% |
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