+53.2%
ADP vs EXPD
+61.6%
-8.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +2.8% | +4.1% | -1.3% | +1.4% |
| 3M | +20.9% | +17.9% | +3.0% | +14.5% |
| 6M | +29.9% | +29.2% | +0.6% | +19.0% |
| YTD | +9.6% | +27.4% | -17.7% | +0.5% |
| 1Y | -5.3% | +56.8% | -62.1% | -19.4% |
| 3Y | +16.5% | +68.0% | -51.6% | -5.7% |
| All | +53.2% | +61.6% | -8.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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