+313.7%
ADP vs EXPE
+119.8%
+193.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.1% | -13.3% | +14.4% | +3.8% |
| 30D | +11.5% | -5.5% | +17.0% | +12.3% |
| 3M | +12.0% | -16.5% | +28.5% | +15.5% |
| 6M | +43.8% | +13.1% | +30.7% | +38.7% |
| YTD | +20.1% | -8.0% | +28.1% | +19.9% |
| 1Y | +22.3% | +1.1% | +21.2% | +19.5% |
| 3Y | +43.3% | +131.2% | -87.9% | +12.9% |
| 5Y | +47.3% | +39.8% | +7.6% | +24.6% |
| 10Y | +313.7% | +118.5% | +195.2% | +160.8% |
| All | +313.7% | +119.8% | +193.9% | +160.8% |
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