+281.8%
ADP vs EXPE
+176.0%
+105.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -3.4% | -9.5% | +6.1% | -1.4% |
| 30D | +2.8% | -6.6% | +9.4% | +4.1% |
| 3M | +20.9% | +31.4% | -10.4% | +13.8% |
| 6M | +29.9% | +35.2% | -5.3% | +21.0% |
| YTD | +9.6% | +5.8% | +3.8% | +6.9% |
| 1Y | -5.3% | +38.7% | -43.9% | -13.3% |
| 3Y | +16.5% | +175.8% | -159.3% | -11.5% |
| 5Y | +49.4% | +111.8% | -62.4% | +14.6% |
| All | +281.8% | +176.0% | +105.7% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling