+318.8%
ADP vs EXPE
+121.2%
+197.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | +0.9% | -17.8% | +18.7% | +4.8% |
| 30D | +11.9% | -3.2% | +15.1% | +12.1% |
| 3M | +13.7% | -19.0% | +32.7% | +18.0% |
| 6M | +46.8% | +17.7% | +29.0% | +40.4% |
| YTD | +21.8% | -7.8% | +29.5% | +21.5% |
| 1Y | +23.5% | -1.4% | +24.9% | +21.3% |
| 3Y | +44.1% | +121.9% | -77.9% | +14.6% |
| 5Y | +49.9% | +44.3% | +5.6% | +25.7% |
| 10Y | +318.8% | +125.4% | +193.4% | +162.0% |
| All | +318.8% | +121.2% | +197.6% | +162.0% |
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